Pontus Kyander
I've found another book that mentions Peter.
Unfortunately it confuses things more!
"In 1634 Peter Udny, styled of Auchterellon, went to Sweden, was a corporal in the noble Standard Corps, had recognition of nobility in 1647 ; his descendants are extinct."
http://archive.org/stream/genealogist00mars#page/34/mode/1up
The first mmention of Auchterellon in the Udny history is from 10/5/1615, Alexander Udny of Auchterellon and Hillbrae (born 1566) "who had already acquired the lands of Auchterellon, and Hillbrae." Alexander died sometime after 1637 having no children (ie: "d.s.p."), so assuming this is true Peter cannot be descendant from Alexander.
BUT the same source contradicts itself saying:
"This Robert Clerk of Tilliecorthie married Jane Udny, daughter of the said Rev. Alexander Udny, and had issue, ...". So who knows?
Now the next branch of the family to take up the title "of Auchterellon" is Alexander's nephew, Robert Udny of Auchterellon (born c.1617). There's no way this Robert could be the father of Peter who was in 1634, only 17 years after Robert's birth.