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Thank you everyone for your help. I haven't been able to trace Mary Elizabeth fully, but Jones and Wales are bound to be tricky. The suggested Baines/Jones births do all relate - I found the baptism to confirm James William as their son. I looked for Edward Jones, farmer, on the 1861 census in Montgomeryshire, there are in fact only 3, but none of them fit as Mary's father for various reasons. There are over 30 possibilities on the 1851 census, but there could be more, as Edward may not have been a farmer at that point. It seems that either Edward died before 1861, or moved out of Montgomeryshire. I do have a possible 1871 census entry for Mary as a domestic servant, still in Montgomeryshire, which would figure, especially if she lost her father. That would also fit in with the fact that husband number one was a servant in Stafforshire on the 1871 census. I think it possible that they ended up as servants for the same employer, or in the same location, some time between the 1871 census and 1878 when they married in Lincolnshire. As many of the non-conformist records for Wales have not survived, Mary's baptism and Edward's burial entries may not have survived.(Welsh chapels often did have burial grounds, unlike in England). Whilst I don't have everything nailed down about Mary yet, I know a lot more than I did thanks to your collective efforts.

Definitely a daughter - as per census records posted ;-) ;-)

ErikaH - thanks I've seen the image on FMP, Lucy Elizabeth seems to be a daughter.

greyghost - yes, have had contact with them before (and visited a few times). I know that registers handed in more recent years have not been scanned, I need to try and narrow down which parish before making contact, there are several that are listed on the Lincolnshire Marriage Indexes site as not handed in to the archives for Horncastle RD.

The marriage posted by AG to George Thompson shows the father's name as Edward Jones, occupation Farmer - the image of the cert is on FMP

Witnesses Lucy Elizabeth Baines and one male (Thomas) whose surname is indistinct

Ah! Think I've have a clue as to how Mary crossed the from Montgomeryshire to Lincolnshire. First husband John William Baines was a servant in Yoxhall, Staffordshire in 1871. Birthplace on the census badly mis-transcribed, but having looked at the scan it is Thornton, Lincolnshire which fits some other data.

Try Lincolnshire Archives

https://www.lincolnshire.gov.uk/archives

Address: St Rumbold's St, Lincoln LN2 5AB

Phone: 01522 782040

or
https://www.lincstothepast.com

ErikaH, yes that's a possibility, I have a suspicion that her parents marriage and her baptism may well have been "chapel" rather than "church", considering a high % of Wales was non-conformist. I haven't been able to find any census entries for her with father Edward, but of course he may have died before the 1861 census. I have a possible 1871 census for her -
Name: Mary Jones
Age: 17
Estimated Birth Year: abt 1854
Relation: Servant
Gender: Female
Where born: Welshpool, Montgomeryshire, Wales
Civil parish: Castle Caereinion and Hydan and Dol
County/Island: Montgomeryshire
Country: Wales
Registration district: Forden
Sub-registration district: Welshpool
ED, institution, or vessel: 17
Household schedule number: 2
Piece: 5625
Folio: 76
Page number: 5

If it is her, it might explain how she came to be in Lincolnshire, servants did sometimes move some distance for work. Unfortunately the 1858 marriage to John W Baines doesn't seem to be scanned or fully transcribed anywhere. I think it might have taken place in one of the parishes that has hung on to its registers.

I know some people don't bother with wives who are not in the direct line, but I've had so many instances where they are linked in some other way, that I don't ignore finding out a bit more about them.

Mary's birth may not have been registered

I've worked my way through your suggestions, the various marriages and census data in Lincolnshire all seem to fit together.
I'm still uncertain about just who Mary's parents were and how she went from Montgomeryshire to Lincolnshire. There are 6 marriages in Montgomeryshire involving an Edward Jones who was a farmer, with a bride whose maiden name matches a potential MMN on the GRO index for a Mary Elizabeth Jones. None of them took place in Welshpool. Hadn't realised Montgomeryshire PRs are on FMP - didn't practise what I preach and look for those initially. That said, they won't necessarily cover all instances because of non-conformists traditions in Wales.

Thank you all for the input so far. Had to deal with an incoming phone call so haven't been able to work my way through these yet, but some of them certainly look promising. Got to make a phone call myself shortly, but will be looking at your suggestions a little later.

Burial - transcript only

Transcript of James William's record
First name(s) James William
County Lincolnshire
Last name Baines
Country England
Age 7m
Notes -
Birth year 1883
Reference B1454
Death year 1883
Source LIN CR
Burial year 1883
Record set Lincolnshire Burials
Burial date 22 Oct 1883
Category Birth, Marriage, Death & Parish Records
Residence St Peter At G,1 Ripon Cottage
Subcategory Parish Burials
Place Lincoln, Canwick Road
Collections from England, Great Britain
Lincolnshire Family History Society
Transcriptions © Lincolnshire Family History Society

Jane and Elizabeth are both together on the 1871 and 1881 census still in Pool. Edward has died.


Or maybe not?

1881 England, Wales & Scotland Census
5, Trade Hall Court, Middle Pool, Forden, Montgomeryshire, Wales

Household members (2 people)
First name(s) Last name Relationship Marital status Sex Age Birth year Occupation Birth place
>>Jane Jones Head
Widow Female 49 1832 Charwoman Mallwyd, Montgomeryshire, Wales
Elizabeth Jones Daughter
Single Female 28 1853 Milliner & dressmaker Welshpool, Montgomeryshire, Wales


1871 England, Wales & Scotland Census
Broad Street, Middle Pool Welshpool, Forden, Montgomeryshire, Wales

Household members (2 people)
First name(s) Last name Relationship Marital status Sex Age Birth year Occupation Birth place
Jane Jones Head charwoman
- Female 39 1832 Mallwyd, Montgomeryshire, Wales
Elizabeth Jones Daughter dressmaker
- Female 18 1853 Welshpool Montgomeryshire, Wales


1881 England, Wales & Scotland Census
3, Daviess Passage, Middle Pool, Forden, Montgomeryshire, Wales

Household members (2 people)
First name(s) Last name Relationship Marital status Sex Age Birth year Occupation Birth place
>>Jane Jones Head
Widow Female 49 1832 Charwoman Welshpool, Montgomeryshire, Wales
John Jones Brother
Single Male 67 1814 Labourer (gen) Welshpool, Montgomeryshire, Wales

EDIT The top 2 are the correct ones.

? further births to the Baines'

Name: Mother's Maiden Surname:
BAINES, JAMES WILLIAM JONES
GRO Reference: 1883 M Quarter in LINCOLN Volume 07A Page 570

BAINES, MARY ELIZABETH JONES
GRO Reference: 1884 D Quarter in LINCOLN Volume 07A Page 523

Deaths
Name: Age at Death (in years):
BAINES, JAMES WILLIAM 0
GRO Reference: 1883 D Quarter in LINCOLN Volume 07A Page 280

?
BAINES, MARY ELIZABETH 1
GRO Reference: 1886 D Quarter in NEWARK Volume 07B Page 243

the 1861 posted above by AG - Edward is a Horse Keeper on original !!

1861 England, Wales & Scotland Census
Broad Street, Pool Middle Division, Montgomery, Montgomeryshire, Wales

First name(s) Last name Relationship Marital status Sex Age Birth year Occupation Birth place
Edward Jones Head Married Male 29 1832 House keeper -
Jane Jones Wife Married Female 29 1832 - -
Elizabeth Jones Daughter - Female 8 1853 Scholar -

All shown as born Welshpool

Maybe he progressed from Horsekeeper to Farmer over the years ?

???
Elizabeth Jones
in the Montgomeryshire, Wales, Anglican Baptisms, Marriages and Burials, 1569-1994
Name: Elizabeth Jones
Baptism Age: 0
Record Type: Baptism
Birth Date: 1852
Baptism Date: 13 Nov 1852
Baptism Place: Welshpool, Montgomeryshire, Wales
Father: Edward Jones
Mother: Jane Jones
Page number: 187

But maybe not - this Edward is a horsekeeper.

Name: Mother's Maiden Surname:
BAINES, LUCY HELENA JONES
GRO Reference: 1888 J Quarter in LINCOLN Volume 07A Page 539

BAINES, BERTHA JONES
GRO Reference: 1890 D Quarter in LINCOLN Volume 07A Page 459

???

Elizabeth Jones
in the 1861 Wales Census
Name: Elizabeth Jones
Age: 8
Estimated Birth Year: abt 1853
Relation: Daughter
Father's Name: Edward Jones
Mother's Name: Jane Jones
Gender: Female
Where Born: Welshpool, Montgomeryshire, Wales
Civil Parish or Township: Pool
Town: Welshpool
County/Island: Montgomeryshire
Country: Wales
Street Address: View image
Condition as to marriage: View image
Education: View image
Employment status: View image
Occupation: View image
Registration District: Montgomery
Sub-registration District: Pool
ED, institution, or vessel: 10
Household Schedule Number: 44
Neighbors:
Piece: 4258
Folio: 24
Page Number: 10
Household Members:
Name Age
Edward Jones 29
Jane Jones 29
Elizabeth Jones 8


Ancestry's link shows the wrong image, so haven't found Edward's occupation yet.

1901 England, Wales & Scotland Census
9, Russell Street, Bracebridge, Lincoln, Lincolnshire, England

First name(s) Last name Relationship Marital status Sex Age Birth year Occupation Birth place
John W Baines Head Married Male 52 1849 Engine makers cylinder borer Stixwould, Lincolnshire, England
Mary E Baines Wife Married Female 45 1856 - Montgomeryshire, Wales
Lucy E Baines Daughter Single Female 13 1888 - Lincoln, Lincolnshire, England
Bertha Baines Daughter Single Female 10 1891 - Lincoln, Lincolnshire, England
Female

?
Deaths Dec 1902 (>99%)
Baines John William 53 Sleaford 7a 266