Today's Annick Lodge is situated in roughly the middle of an estate which bore the same name. Some old Scottish estates became villages owing to the fact that estate owners hired people to live on and care for the property.
Here's an article about the estate -http://en.wikipedia.org/wiki/Annick_Lodge_and_Greenville
. Being that it's a Wikipedia article, you should try to verify the information by the references listed at the end of the article. However, there are also references to the estate of Annick Lodge at the website of the National Archives of Scotland. Go here - http://www.nas.gov.uk/onlineCatalogue/
- and search for Annick Lodge. You may want to limit the search to exclude the period after your relatives would have lived there. A couple of the Archives extracts confirm that the estate was owned by the Montgomeries at least as early as 1801.