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His grandfather on his mother's side was Sir James Murray, first editor of the Oxford English Dictionary, and Cousins attended Murray's funeral at age 11.
Baberton House was designed and built in 1623 by the architect Sir James Murray of Kilbaberton (d.1634), King's Master of Works.
Born at Great Cumberland Place, London, he was the son of James Murray, 1st Baron Glenlyon, who was the second son of John Murray, 4th Duke of Atholl, and his wife Lady Emily Frances Percy, second daughter of Hugh Percy, 2nd Duke of Northumberland.
On 6 April 1763, Atholl resigned the office of privy seal on being appointed keeper of the great seal in succession to Charles Douglas (1698-1778), Duke of Queensberry and Dover.
Hildesley's tenure of the rectory of Holwell extended over thirty-two years (1735–67), and his work there recommended him to the notice of James Murray, 2nd Duke of Atholl, the Lord of Mann, who nominated him to the see of Sodor and Man.
In response to mounting criticism from British newspapers, the board announced the additions of James Murray, the Scottish lexicographer and primary editor of the Oxford English Dictionary, along with Joseph Wright, an Oxford University professor of comparative philology and editor of the English Dialect Dictionary.