Jock's Lodge
With the next station in mind, remember that we are on the Edinburgh and Dalkeith Railway, not the NBR Main Line.
Ok - so taking the chord linking the NBR main line to the old E&DR route (chord not shown on the E&DR Wikipedia page) we get to:
Portobello (1st station - 1832 to 1846)
Correct me if I am wrong, but is it not the case that there was only ever one Portobello station on the line of the Edinburgh and Dalkeith Railway?