Thank you very much for this information. It is good to know that she was the daughter of Thomas and Jane for certain, it being in the PRs and not just on IGI which has led me on a few wild goose chases!
In 1841 and 1851 they were living at Llechwedd, Llandrillo, but by 1861 were at Mount Pleasant, Tyn y Freth, Cilan and then in 1871 were at Bryn Cilan, Cilan. If you have any knowledge/ information about these places I would be glad to hear more.
A couple of weeks ago I visited Llandderfel Church and saw the monument to the Rev Thomas Davies, Sydney's father, but I have now realised that it must have been another Sydney Davies who was Thomas Griffith's first wife as in the Will of the Reverend states that Sydney was a spinster! I looked through the Llandderfel PRs but couldn't find another one being baptised there. Possibly she was Chapel as well as Thomas.
Sydney died 2.12.1831 at Llandderfel, (but I couldn't see her grave) so at least I now know that Catherine, Anne and Grace were from Thomas' 2nd marriage.
I still haven't found his 2nd marriage to Jane Davies, so am thinking she probably didn't come from Llandrillo. I looked through the Hayes Marriage Index at Dolgellau RO but couldn't see it. Again, it could have been Chapel so not recorded there.
Thanks again for replying to my posting.