Thanks for that janek1.
I agree that there are a lot of Guests with the same names, and it's quite tricky. My branch is that of Ralph who ended up in Bury St Edmunds.
Some time ago, I was sent some photos of a Guest family tree, apparently drawn up in the 1820s (or thereabouts) which is great for confirming what I've already discovered, but is not always very clear and does seem to have the occasional error. For example, this tree appears to say that Lydia Lloyd (who married George Firmstone) was the one whose second husband was John Guest. I suspected this actually applies to her mother-in-law, Penelope Firmstone, nee Guest, and there is indeed the marriage you mention, so it's good to have you confirm that.
I've not yet got over to the John Guest=Ann Willmore side of this old tree yet, but have just noticed that the John Guest=Penelope Firmstone marriage is mentioned there.
I'd worked out that Joseph Firmstone was in the Merthyr area for a while, but didn't know he's worked for the Guests at the Dowlais works.
I wonder if that John Onions who you say marries one of the Penelope Guest-John Guest daughters is also a cousin via the 1722 John Guest's sister Elizabeth who married Peter Onions at Madeley 29 Dec 1746?