Robyn,
Huge numbers of Scots settled in Ireland in the 1600s, mostly in the counties of Ulster, which includes Donegal. Something like 200,000 came then, either as part of the Plantation of Ulster or for other reasons eg there was a huge surge in the 1690s due to famine in Scotland.
There’s always been a lot of travel between Donegal and Scotland. In the 1800s and until about 1960 there was a regular overnight ferry service from the port of Derry to Glasgow. So it was always easy to get there if you were joining a ship, or for any other reason. That’s almost certainly how your family got to Scotland.
Today many folk from Donegal go to Scotland for work, and there are daily flights from Derry to Glasgow & Edinburgh and from Donegal airport to Glasgow. There’s even a regular bus from Donegal to Glasgow (Leaves Dunfanaghy at 07.35 and arrives Glasgow at 16.00). So those links continue.
Regarding death certificates, what happened to Moses Sayers? Where did he die? Probably worth trying to find his death certificate to find if his parents were the same as the 2 sisters. What denomination of church did the 2 sisters marry in? Anglican or Presbyterian? Tradition here was to marry in the bride’s church (after which she’d attend her husband’s) so it might be a clue as to the Sayers family’s precise denomination.
Regarding the Moses Sayers in the RIC, there are copies of RIC service records in various locations including PRONI in Belfast. The PSNI (police) museum in Belfast also has copies and will look them up for a fee.
https://www.psni.police.uk/about-us/our-history/genealogy#no-back
That should tell you when left the RIC and why. In addition to the obvious causes eg sacked or retired, it sometimes says things like “left to go to New Zealand.” It will also tell you where he served, if you are interested. (He would not have served in Donegal as policy was not to post officers to counties where they had family connections.) Unfortunately the record won’t tell you his parents names or precisely where he was born. Only the county he was from, which you already know was Donegal.
If you can find the parents names, let us know and we’ll search for them for you.
Some information on Clodahorky (the parish that includes Dunfanaghy) here:
http://donegalgenealogy.com/Clondahorkyproj.htm