Thanks Bess,
I was looking in the wrong state. Turns out they arrived in Geelong, Victoria not South Australia and 2 left Uk and 3 arrived in Australia. They travelled from their home in Dalmellington, Ayrshire, Scotland to the port in Liverpool, England and sailed to Australia. Agnes heavily pregnant.
Ship: David McIvor
Departed Liverpool, UK 25th December 1856. Arrived Geelong, Victoria 7th April 1857.
John McPhee age 23
Agnes McPhee age 23
Agnes McPhee born at sea