Hmm, there are two baptisms on ancestry, it says they are Bishop's Transcripts but they look like parish registers.
Both at Wigan:
17 Apr 1824 Ellen dau of William & Cicely Callen of Scholes, miner
17 Jul 1825 Ellen dau of William & Cicely Collen of Princes St, miner.

Probably the first Ellen died young. I'll look some more later but have to go and eat now.

Hi , William grimshaws mother is ellen callen or Helen callen , I did initially think I had got it wrong and that the wigan marriage between William grimshaw and ellen calland was the proper persons but on reflections . I think there is a big connection still in Scotland even when I was a youngster we would go up visiting in Lanarkshire and around the area . Maybe I should try and get ellen callens birth certificate if I can get the gro number in Scotland . I suppose it's worth a punt . but thanks for all your generous help . kind regards

I don't see how the Ellen Callan born in Scotland can be the right one, since the censuses say that your Ellen was born in Wigan?
I couldn't find a burial for the one baptised in 1824, but I'm sure the one baptised 1825 in Wigan will be yours.

The only Ellen Callen I can find who was born in Ayrshire in 1826 lived on the island of Arran. However, allen was her married name.

The evidence suggests your lass was born in Wigan.

The Grimshaws did go to Scotland, however, and William was born there before the family returned to England. This could easily explain the connection with Scotland.