Welcome to Rootschat!
Sophia Bailey is (on paper at least) my 3xGGmother but I have never been able to find out much about her. She was the second wife of William Hayward and when I realised this I thought I was getting somewhere with regard to the various relationships.
However, since I first posted here about her, my Dad has had his Y-DNA tested and this certainly threw the cat among the pigeons!
He is not related to a couple of other male direct line descendants of William Hayward who should be his 2nd / 3rd cousins. They are related to each other though, and so we are not sure where the illegitimacy is on our tree - either Sophia Bailey had my 2xGGfather before / whilst married to WH or the generation after that may in fact not really be Haywards.
None of this helps you - I'm sorry - but perhaps explains my confusion / frustration with my Shropshire / West Bromwich ancestors! I imagine it might be the same Baileys though given the Shropshire / West Brom connection.