You need to check the scanned images on familysearch (go to countries --> belgium --> look for "Brabant Civil Registration) - they are not even closed to fully indexed.
However, if you look for the "Tienjarige tafels" (ten-year indexes) for a town you get a set of images that will quickly let you know if any events took place there:
For example:
geboorten 1823-1832 A-V (births 1823-1832)
no Shergolds
op geboorten 1833-1842 K-Z (births 1833-1842)
Charles Constant Shergold (1840, reg. number 4501)
geboorten 1843-1850 (births 1843-1850)
no Shergolds
Charles Constant Shergold was the illegitimate son of an "Anne Shergold":
https://familysearch.org/pal:/MM9.3.1/TH-267-11854-183807-49?cc=1482191&wc=STLW-FM9:966896201,967132801Unfortunately there seems to be very little information about her, only "no profession" . There is no Shergold marriage 1833-1850, and I cannot find any trace of little Charles. If he was adopted, or if any of this family moved elsewhere in the region, it could be extremely hard to chase them down.
Deaths:
Guillaume Shergold, 1840, no 1954
https://familysearch.org/pal:/MM9.3.1/TH-267-12394-61877-70?cc=1482191&wc=STL8-W3D:966896201,966991001This boy was the son of Samuel Shergold, professor of language, and Anne Bella Maddocks, aged 2 years (and two months?), born Brighton, England. Father's domicile in Brussels, rue de madeleine (not 100% sure). Brother of the deceased, Charles, aged 21 (I think) is one of the informants.
He is presumably the William Shergold b. March quarter 1838 in Brighton (freebmd).
So this shows that Samuel was in Belgium in 1840, but was not the wine merchant in Brussels. Give that one reference on Google Books has "M. Ch. SHERGOLD, rue de Ruysbroeck", it may be his son, Charles. (M is not his initial but an abbreviation for Monsieur).
It is possible that the mother of little Charles was his daughter, Annabella.
It's interesting that Samuel doesn't seem to have married Annabella until 1831:
https://familysearch.org/ark:/61903/1:1:NVLD-992(this may have been on their return from France).
A useful source is the Brussels "Almanach" (directories) some of which are online from the city archives:
http://www.bruxelles.be/artdet.cfm?id=6332&ParamType=1&PAGEID=5070However unfortunately around 1840 they have a lot of missing years.