Thanks for this, Todd. It looks as if Elgenstierna was presenting the family's own understanding of its origins, but the _SBL_ provides a rather more nuanced account. To recap for those who don't fancy reading Swedish -
The first proven ancestor of this family is David Christoff Montgomery (1642-1708), an officer - ultimately lieutenant-colonel - in various Swedish cavalry regiments who married Emerentia Rosenstrale, the daughter of a well-established noble family and left a son Carl. It was only Carl's children who were introduced into the Swedish nobility in 1774 (which is in itself interesting, giving the claims made to this family's nobility).
According to the _SBL_, a MS genealogy from 1800 identifies David Christoff's father as a certain Jakob David who died in 1653. This figure has been linked with one David Montgomery in the Swedish service during this period and it has been further claimed - seemingly without any authority - that he was the son of the Jakob Montgomery I mentioned previously.
So we're left with David Christoff, perhaps the son of a Jakob David. To be fair to Elgenstierna and his sources, the Jakob and David mentioned above *are* the only two Montgomerys with those names in Swedish service during this period, so it's not unreasonable to suppose that one or both may be connected to David Christoff. It's much less clear to me, though, that they're father and son, partly because there are a couple of documents which seem to suggest that David himself may have been an immigrant from Scotland.
What are these? Well, first there is a pass issued by the Marquis of Monrose (_Report on the Pepys Manuscripts_ [London, 1911], 254) dated probably May 1649 which gives Lt.-Col. Montgomery (i.e., David) permission to return to Sweden after he had evidently been serving with the Royalist forces in Britain during the Civil Wars. Second, a letter written by David to Duke Karl c.1650 (summary given in SSNE, no. 3132) states that he had served the Swedish crown for eighteen years and mentions the time, already highlighted in the previous document, during which he had temporarily returned to his "fatherland" to serve Charles I of Great Britain. While this could perhaps be interpreted in a looser sense, I'm inclined to think that this means David was probably a Scots native rather than a second-generation immigrant. I should also point out that he and Jakob entered Swedish service at the same time and appear to belong to the same generation.
So, in short: the first proven ancestor of this family is David Christoff Montgomery (1642-1708). He *may* be the son of an earlier David Montgomery (fl. 1630-c.1650 and allegedly + 1653) who was probably an immigrant from Scotland. No Lainshaws, no exotic ancestry, no Romans (at least not as yet).
All the best,
Kelsey