From my transcription of all the Parish Registers, Bapt, Mrge & Burial 1711 to 1950’s for Pembroke St Mary I note the following ;
25 Jan 1845 William Thomas of full age a bach and labr of Pembroke Ferry the son of William Thomas a Mason mrd Sophia Williams a minor and spinster of Pembroke Ferry the daughter of John Williams a mason by banns in front of Will Lloyd. William signed his name and Sophia made her mark in the presence of John Reese and George Froyne.
(Note George Froyne was Parish Clerk at this time a position that had been and would remain in the family for generations).
There is no other William Thomas to a Sophia mrge in the Pembroke area that could fit your requirements 1825 to 1846.
Free BMD show
A possible William Thomas to Sophia Davies in the Narberth Reg Dist in 3rd Qtr 1838.
&
A possible William Thomas to Sophia Mackenzie in the Narberth Reg Dist in 4th Qtr 1844
There is no baptism in the Llanddewi or Pembroke areas that would fit your Sarah Jane Thomas circa 1844-46 period.
All the lack of evidence & experience points to the possibility of this family being Chapel !!
You say they reside in the parish of Pembroke St Mary in 1841, I suspect they in fact reside in the new town of Pembroke Dock which from its inception in 1817 up to circa 1860’s was considered part of the parish of Pembroke St Mary, even though the new parish church of Pembroke Dock St John had begun services and events from the mid 1840’s. Could you post a) the location of Wm & Sophia in 1841 and 1851 and b) location and date of mrge of Sarah Jane Thomas, this will help further the ancestors of Wm.
Rgds
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