And while the British census began in 1841, it was very basic, and in quite a few places, information seems to be missing. Looks as though they didn't quite have their act together, because from 1851 onwards it seems to be more reliable.
In Australia, where we can't access family information from the census, the best source of information for me has been death certificates. Bearing in mind that sometimes there are errors (because the one person who knows what's what has now gone), I've been fortunate in that my immediate forebears lived in Victoria, and their death certificates are packed with information on both the deceased's parents and their children. I was able to pick up so much information. Other states are not nearly so forthcoming - luck plays such a big part of genealogy.
And I've experienced something similar to you in trying to trace my Scottish ancestors. I know they supported the Stuart cause (one boy in every generation was named "Charles Stuart" , and the records for the family in Edinburgh come to a halt in late 18th century. I suspect they may have come from Argyll, because of the family name, and it was the seat of Clan McGregor, to which they belonged. But I haven't been able to find anything either the records don't exist, or it will take somebody actually on the ground to do the detective work. I have read that in the regular clan wars in Scotland, the winning clans would descend on a town and burn everything in sight, and many records were lost this way. No foresight at all - did they never think that future generations would need those records?