I'm glad this was useful, James. I haven't found a death record for Jean, but this could be one for Robert:
<ref>[
https://www.scotlandspeople.gov.uk/search-our-records Scotland's People] Statutory Registers - Deaths. Surname: MONTGOMERY. Forename: ROBERT. Age at death: 80. Mother's Maiden Name: TAIT. Year: 1869. Ref: 709/ 73. RD Name: Haddington. Accessed 30 November 2021.</ref>
If you purchase the image for that, it will probably include burial information, but not in much detail. It may also give full names for his parents.
It looks as if Joseph had a brother, called Robert after their father:
<ref>[
https://www.scotlandspeople.gov.uk/search-our-records Scotland's People] Statutory Registers - Deaths. Surname: MONTGOMERY. Forename: ROBERT. Age at death: 62. Mother's Maiden Name: DONAVEL. Year: 1890. Ref: 709/ 36. RD Name: Haddington. Accessed 30 November 2021.</ref>
If you search further at Scotland's People, maybe other siblings will turn up.