Background
Son of Archibald Cockburn of Cockpen and wife (m 17 August 1735) Martha Dundas, daughter of Robert Dundas of Arniston (? - 1727) and wife Margaret Sinclair, daughter of Sir Robert Sinclair of Murkle and Stevenston, 3rd Baronet (1643 - 1713), and first wife (m Holyroodhouse, Edinburgh, Midlothian, 10 September 1663) Lady Helen Lindsay, daughter of John Lindsay (c 1611 - Tyninghame, East Lothian, 1678), 17th Earl of Crawford, 1st Earl of Lindsay, 10th Lord Lindsay of the Byres, 1st Lord Parbroath and Hereditary Steward of Street Andrews, et cetera, and wife Lady Margaret Hamilton.