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Yes, you have named the correct Robert McVicar. My maiden name is "McVicar" and I grew up in Fort William, so am quite aware of that family's presence in the early history of Fort William. Although there is no relationship between Robert's family & mine, I am always alert to the possibility of a connection if I should chance upon someone with knowledge of the early Scottish history. My earliest Canadian (McVicar) ancestor was Archibald, son of Neil, son of Neil. They came from Southend Parish, Argyll. Archibald & his wife, Barbara (nee McGeachy) settled in Harwich Tp., near Chatham, Ont.
There's quite a bit of historical information about Robert McVicar's exploits (although I hadn't heard the one you mentioned) and that of his daughters, Victoria and Christina. I've heard suggestions that they are related to George Duncan McVicar of Chatham Tp. (He came to Winnipeg at the time of the Riel Rebellion.) If that can be proven, there is a greater chance that Robert is also related to us.
In the meantime, I'm collecting desc. of all McVicars.