Well found - keep them on a back burner!! I think Mary's surname on 1881 census is spelled Sheehan but this need only be a phonetic interpretation by the enumerator.
Ellen aged 10 in 1871 is not John Sheen's which is why I thought Elizabeth must have remarried after 1860 & before 1866-7 [birth of Elizabeth]. Who knows - she may have been married & widowed a 2nd time before she married John Sheen!! Ellen's birth certificate should give you Elizabeth's maiden name; Bedwellty [created 1861 see
http://www.ukbmd.org.uk/genuki/reg/districts/bedwelty.html is the registration district that covered Sirhowy.
But this looks a possible from freebmd for Elizabeth [John & Elizabeth's]
Name: Elizabeth Sheen
Registration Year: 1866
Registration Quarter: Jul-Aug-Sep
Registration district: Bedwellty
Volume: 11a
Page: 115
This COULD be Sarah's birth [before 1861 when Bedwellty was created]
Births Mar 1852
TAYLOR Sarah Crickhowell 11b 127
It may be a few certificates will be required - Richard & Sarah's as a start to check her name WAS Taylor, then a birth certificate or 2 to find Elizabeth's maiden name.
I have looked in the 1861 census for Elizabeths born Presteigne 1838 - 1842 but all seems to still be with the same husbands in 1871.