After being educated at University of Glasgow and time spent at the royal court of France, Montgomery served as a captain of foot of a Scottish Regiment under William I of Orange during the early parts of the Eighty Years' War.
He was able to gain some influence in the king's court due to his correspondence with his brother George Montgomery, who had been named Dean of Norwich in 1602.
Cunningham fled to London, then to Holland, where Montgomery caught up with him and confronted him in the Inner Court of the Palace at The Hague.
Looking for an opportunity for advancement, Montgomery came into contact with the wife of Con O'Neill, a landowner in Ulster, who was imprisoned at Carrickfergus Castle for instigating rebellion against the Queen.
(Montgomery also secured for his brother George, his staunchest political ally, the title of Bishop of Derry and Raphoe.)
Montgomery settled at Newtownards and soon established a trade route between Donaghadee in Ireland and Portpatrick in Scotland.
At Donaghadee, he built a large stone quay to accommodate vessels ferrying between Scotland and Ireland from 1616 onwards.