A week on from Burns Night, they had come in hope of celebrating Murray Morning, the dawn of a bright new era in British tennis, the moment where their favourite son would become a Scottish icon, too. But, over the course of a chastening two hours and 41 minutes, those hopes were fluently dismantled by the best tennis player the world has ever seen.
The wait, then, goes on. It remains 74 years since a British man last won a Grand Slam. Roger Federer now has 16 all of his own following his straight-sets victory over Murray in the final of the Australian Open, a match that, despite the Scot's occasional flickers of inspiration, looked destined to go the way of the Swiss from all but the earliest moments. Having won the first two sets with a decisive break in each, Federer survived one last frantic effort from Murray to win the final set via a nerve-shredding 13-11 tie-break.
An emotional Murray, who has now lost to Federer in his two Grand Slam finals, was close to tears in the immediate aftermath. "I can cry like Roger," he said courtside. "It's a shame I can't play like him."
"Andy," responded his conqueror, "you're too good a player not to win a Grand Slam, so don't worry about it."
Federer's feelings mirrored the mood in Dunblane. "He will win one day," said fan Roger Lockwood, while alongside him his son, Andrew, nodded in determined agreement.
In the town, Bennett's the butcher was selling Murray sausages (with a dash of Australian merlot); a few doors down, the window of RC Erskine Opticians – his grandparents' business – was festooned with Murray memorabilia.
The Dunblane Hotel put its special licence to open at 8am to good use, while down at the Dunblane Centre bacon butties and face-painting drew a younger crowd. "Do you like my coat?" said a small boy draped in a Saltire as locals and camera crews, all seeking an "I was there" moment, filed into the centre as daylight arrived in Scotland's smallest city – population 8,800.
Iain Conway knows the Murray brothers, Andy and Jamie, a Wimbledon mixed doubles champion, better than most. He has played with them since they were 10, and only last summer persuaded both to turn out in a county game for North of Scotland – something akin to "Wayne Rooney going back to his junior club".
"What they've got is unique for sportsmen," said Mr Conway as he nervously watched the final unfold. "They appreciate what was done for them here when they were boys."
When Murray won the first point the roar was prompt but a game later the first "Oh no!" floated across the hall. "Bang!" yelled someone enthusiastically as the Scot put away a volley, but the cheers soon quietened and a resigned hush descended for long periods. The ice-cream counter became busier. "He can still win it," nine-year-old Ally, a tennis prospect who has hit balls with Murray, insisted to a TV reporter.
"Federer is on a different planet," echoed the voice of the commentator over the rows of seats. There was time for one last outpouring during the see-sawing, desperate tie-break that for a few moments raised the roof, but then it was all over.
There was one happy man in Dunblane. "I'm a Federer fan but don't tell anyone," said Scott Macdonald, a New Zealander who lives in the Highlands. He had brought his Murray-mad children, Izzy, Toby and Jess down south to watch the final somewhere special. "Roar!" said Jess, five, with her painted lion's face. "That's my Murray roar."
"Mixed feelings," said Mr Macdonald. "The atmosphere here was excellent, such tension. The score may look one-sided but the match wasn't. If Federer raises his game then he's going to win, he's like Tiger Woods, although my wife says he's like a robot, a Swiss precision machine."
David Pope, a Dunblane resident and former tennis partner of Roy Erskine, Murray's grandfather, said: "It was a fantastic match to watch, but it wasn't to be. It will be Andy's turn next year. He played a lot better than the last time he was in a final. He is getting closer and closer." "He had him rattled but it wasn't enough – Federer was ruthless," added David Spooner.
The Dunblane Centre was built with funds donated following the 1996 massacre in the town and there is a quiet sense of relief that, finally, it is becoming more widely known for something positive. "This is a town with a tragic event as part of its history," said Stewart Prodger, one of the trustees of the centre. "People move on but don't forget. His success is an inspiration for us. We are still delighted for him – and for Dunblane."
"It is such a fillip for a place like Dunblane to have him at the top of the tree," said Mr Lockwood, a resident whose wife was born in the town. "If you mention Dunblane to people now they say 'Andy Murray'."
The Murray effect is not only felt in the place he left aged 15 to pursue a life in tennis. The ripples of having a top British player – Murray is back to No 3 in the world rankings – have spread throughout the country via the legions of young people now taking to the courts. "We shouldn't underestimate the effect of him just getting to the final," said David Marshall of Tennis Scotland.
Back in Melbourne, as midnight approached, Murray faced the media, and it did not take long for the name Fred Perry, whose 1936 triumph at the US Open in Forest Hills, New York, remains the benchmark, to crop up. Is the weight of expectation becoming crushing?
"I didn't feel it on the court," said Murray. "You get a lot of good luck messages, everyone wishing you well from back home. I would have liked to have done it for everyone there, but it wasn't to be."
As he spoke, back home the clear-up was in full swing as the centre's chairs were stacked away for the waiting taekwondo class. A group of boys were swinging tennis rackets, their faces still swabbed in blue. And they still believe in their man.
"I first started playing tennis because of Andy Murray," said 15-year-old Calum Spooner. "He is a role model and an inspiration. He deserves to win one day."
In Dunblane the banners and posters will have disappeared by this morning, but the faith in Murray remains unbending despite his third high-profile stumble, following the 2008 US Open final and last year's Wimbledon semi, in which he was beaten by Andy Roddick.
"He is an extraordinary person – we mustn't forget that," said Mr Prodger. "This is a stepping stone to that win. It will come ... perhaps at Wimbledon."
Next for Murray is the French Open in May, followed by Wimbledon in June, when the expectation will be greater than ever.
"We'll all be back here," said Mr Prodger. "But now I'm going for a lie down. I'm absolutely shattered."
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