I can’t find any trace of the 1918 Annie McKenzie death that Patricia has found, but I did find this one in 1913 which is suspiciously like it, in that her age (32) and death quarter all match. I wonder if there has been a transcription error over her year of death ie 1918 instead of 1913?
https://civilrecords.irishgenealogy.ie/churchrecords/images/deaths_returns/deaths_1913/05337/4486150.pdf
That lady is buried in Dundonald graveyard, along with various other McKenzies. Her last address was 20 Montrose St, Belfast. Here’s that family in 1911. She was single, born in Co Down, to Fielding McKenzie, not Cameron, and seems unlikely to be the woman who married Edward.
http://www.census.nationalarchives.ie/pages/1911/Down/Pottinger__part_of_/Montrose_Street/222348/
I did search Scottish records 1914 onwards for Annie Clannachan’s possible remarriage in Scotland and the 1936 event I found is the only one I could see. You would need to pay to view it to find out if it’s the right one. I also searched for deaths using the surnames Clannachan/Clanaghan & McKenzie (Scottish deaths are indexed under married women’s previous surnames making them quite easy to find) but did not find her. Whether or not she remarried, I don’t think she died in Scotland.
Annie’s brother Kenneth MacKenzie is the only one of her siblings to have survived to adulthood. He died on 27.1.1969 in Derry, aged 77. He seems likely to have left a will which should be in PRONI in paper format. Might be worth checking it to see if there’s any mention of his sister (if she were still alive).