He was a son of Francis Jeffrey Cockburn (Edinburgh, Midlothian, 8 January 1825 – Brentford, London, 10 July 1893[2]), a Judge in India and with the Bengal Civil Service, and wife (Calcutta or Westbury, Tasmania, 25 January 1855) Elizabeth Anne (Eliza Ann) Pitcairn (Hobart, Tasmania, 23 September 1831, bap.
His paternal grandparents were Henry Cockburn, Lord Cockburn, and his wife Elizabeth Macdowall,[3] while his maternal grandparents were Robert Pitcairn (Edinburgh, Midlothian, 17 July 1802 – Hobart, Tasmania, 1868) (son of David Pitcairn and Mary Henderson) and his wife (m. Hobart, Tasmania, 30 September 1830) Dorothy/Dorothea Jessy Dumas.
[3] In late 1901 Cockburn was appointed to assist Sir James Lyle Mackay, who had been appointed His Majesty's Special Commissioner to conduct negotiations with representatives of China,[4] The negotiations resulted in the Sino-British "Mackay Treaty," which anticipated the abolition of extraterritoriality in China.
In 1905, Cockburn was appointed Consul-General in Seoul, Korea,[3] at the beginning of the Japanese occupation.
), daughter of Colonel James Francis John Stevenson (bap.