Mystery Monday: Gamble/McKillop, Irish Immigrants

The Gamble surname has been my most difficult to research so far. My 2nd great-grandfather, James Gamble, immigrated to the US from Ireland, settled in Danville, Vermont, and later moved to Cabot, Vermont. Here is what I know about him:

James Gamble was born on 03 May 1862 in Antrim, Ireland. According to his death certificate, his parents were James Gamble and Ellen (maiden name unknown) from Ireland. I assume they lived their lives in Ireland.

In 1883, James came to Vermont with his girlfriend/fiance, Rose McKillop, and her family. Rose & James were married on 02 Dec. 1885 in Danville, Vermont. Rose was born on 16 Jan 1857 in Ballymena, Antrim, Ireland to James McKillop and Margaret Leslie. She died on 16 Apr 1940 in Cabot, Vermont and is buried in Danville, Vermont.

James McKillop was born about 1827 in Ireland. He died on 08 Sep 1907 in Danville, Vermont. His parents were Patrick McKillop and Rose (maiden name unknown). He is buried in St. Johnsbury, Vermont. Margaret Leslie was born about 1823 in Ireland.

James Gamble died on 28 Jun 1940 in St. Johnsbury, Vermont. He is buried in Danville, Vermont.

James and Rose had one known child: Edward John Gamble, who was born on 28 Apr 1889 in Cabot, Vermont. He married Gertrude Baylaw (Bailaw, Balaw) on 29 Jul 1912 in Cabot, Vermont. He died on 02 Dec 1955 in Waldon, Vermont.

I would like to know more about both the Gamble and McKillop families prior to their arrival in the US.