Rabbit anyone?

Anyone got a stray John or William HENDERSON in Australia, or even New Zealand?

Another HENDERSON cousin has come up with a family rumour that one of 3? brothers was sent from Scotland. This version was that he was caught stealing a rabbit and sent to Australia, never to be heard from again.
A completely separate branch of the family also has a family rumour that A.N.Other of the family also came to NZ, but without the rabbit story.
Assuming there is a grain of truth behind such rumours I'm betting that it is either William or John, brothers of James, neither of whom have been positively sighted beyond their baptism records at the Bridge of Allan in the early 1800s, although there is a good chance John was on the Scottish Borders in the 1851 census, never to be sighted again before or after. Perhaps it was a Scottish Borders rabbit?