Hello Keith, welcome to the forum
I don’t know too much about Major William Montgomery myself, though this resource has a good amount of information about the regiment’s history in the earlier 1700’s, maybe connecting with them, they might have information or be able to direct you more closely to some great stuff.
And via this website: http://www.hm40thfoot.com/
That might share a lttle more, or provide insight into some other avenue to search. Hope that helps some