Lord Elibank was twice married. He married firstly Mary Clara, daughter of Lewis Charles Montolieu, Baron de St Hypolite, in 1776. After her death in January 1802 he married Christian Catherine Steuart (d.1853),[4] daughter of James Steuart, in 1804. Lord Elibank died in September 1820, aged 73, and was succeeded in the lordship by his son from his first marriage, Alexander.[5]
The son of his second marriage, James Murray (1810–16 February 1844),[6] who became James Erskine Murray on marriage, was an advocate at the Scottish Bar and author [7] before emigrating to Australia in 1841. From Port Phillip he aspired to become a White Rajah through an expedition to eastern Borneo[8] which ended disastrously, but provoked the Dutch to intervene[9] and oblige the Sultan to sign a treaty acknowledging their overall sovereignty over Kutei in 1845.[10] The expedition was reported in newspapers [11] and books,[12] as well as more recent studies.[13]