Good morning Chempat
Yes I did find Caroline Eliza in 1861 with her grandmother. This points (not conclusively though) to one or both of Caroline Eliza's parents being dead by then.
Regarding George Henry's birthplace being stated as Russia (in the 1851 census) this is one of the biggest mysteries in the family. His two older brothers (or half brothers) were born in the USA (one in New York, and one not specified as to where) and his younger brother was born in England. There are two possible explanations, one that the family spent some time in Russia (possibly in connection with the tobacco business which George's father and later he and his brothers were in). The second is that Russia refers to the place in New York State, USA.
As for the Caroline in the 1861 census, married but no husband, I don't think there's enough evidence in the census alone to prove it's the same person.
One person believes that George Henry migrated to Australia, but I've seen no evidence yet.
So far I've been very lucky with many of my London ancestors that I've found burial records, but not so for George Henry Sanderson.
It looks as if I'm going to have to take a chance and order the death certificate! If it's the right person there could be some worthwhile clues about the elusive Sandersons.
Regards
John