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As Margaret's post was added to a completed thread it doesn't show in the county listing on the England-general page as a latest post. So I missed it! Not that I could have added much as it doesn't seem to have anything to do with Huntingdonshire - the connection seems to have been Stilton Dorset, which is 180 miles from Stilton Huntingdonshire
Using the IGI at
www.familysearch.org there's a baptism of Alexander Joseph Lyon CAVIE, son of Joseph and Lyona Harriet CAVIE at East Retford, Nottinghamshire on 29 Mar 1797, and his two marriages in 1826 and 1848. Alumni Cantabrigienses says about him "Adm. sizar at ST JOHN'S, Oct. 31, 1821. S. of Joseph, of East Retford, Notts. School, Retford. Matric. Michs. 1821; B.A. 1826; M.A. 1865. Ord. deacon, 1825; priest, 1826. P.C. of Shuttington, Warws., 1845-75. C. of Seckington, near Tamworth, 1848-63. Not in Crockford, 1876."
William CAVIE was baptised at East Retford on 8 Mar 1900, with the same parents, so in answer to Margaret's question, it seems as though the two Cavies were brothers, although Alexander wasn't the incumbent at Stoke.
Later - But there's also a baptism of William Woolby CAVIE on 16 Jan 1809 at Clarborough, Nottinghamshire, but with parents William CAVIE and Leona Harriot. More work needs to be done to establish if William is an error for Joseph, either a transcription error or an error in the parish register (In the same parish there's also a baptism of Wharton Amcotts CAVIE on 7 May 1805 where the parents are shown as Joseph and Lyona, so William Woolby's father looks to be an error of some description)
William Woolby CAVIE also went to Cambridge University " Adm. pens. at ST CATHARINE'S, Oct. 16, 1829. Matric. Michs. 1829." Same source
There's a marriage in Dundee, Scotland on 4 Jul 1796 between Joseph CAVIE and Lyona HERRIOT, which might be them. There can't be too many marriages between a Cavie and a Lyona! Lyona's name on all the baptisms of her children is shown as Lyona Harriet, as if she had two given names. I wonder if somehow her maiden name Herriot was given as a middle name. Just an aside!
Edit, Later still - there's a burial of Joseph CAVIE age 47 at West Retford, Notts in 1819. There's also a marriage on 18 Aug 1827 at All Souls Marylebone London of Peter Campbell widower and Lyona Harriot Cavie, widow. There's a death of Lyona Harriet Campbell in Plympton registration district, Devon in the Mar quarter 1840. Her burial entry shows her age as 65