Solved, the mystery of my elusive granddad!
It is impossible for me to thank individually each person who has contributed to finding James Kelly 1896-1927.
If you read this, you know who you are and that I am deeply indebted to you.
The major breakthrough came when Australian Jeff was searching for his wife's grandmother, Catherine Kelly 1898. She was confirmed as the sister of James Kelly in the 1901 census which also revealed the first mention of a place and approximate birth year for James.
James remained elusive. I accepted that he was almost certainly illegitimate, maybe even born to another family member, “adopted” by James Kelly (1874) & Ellen Slattery as they were getting married and then known as James Kelly.
Baby Arthur was born to Ellen Slattery, May 22 1896 and Willsy found his baptism record in Holy Cross RC church, Whitwick, 26 July 1896. She also found baptism records for James & Ellen's other children, Catherine, born in Mexborough, Francis who I assume died as I have no knowledge of this baby, and Thomas.
The evidence is compelling, the only caveat being the spelling of Ellen's name. In all the records I have found, she is Ellen but in 3 of her children's baptism records she is Helen, all other details correspond.
I am unclear about RC baptisms but John Kelly & Ellen Wall were born in County Mayo in 1839 & 1841, marrying in Staffordshire 20 years later which may explain that.
I offer my thanks those who thought sideways & found baby Arthur Slattery & to Willsy who found baptism records.
Many, many thanks to all who have made it possible for me on May 22 2016, to be able, for the first time, to celebrate Granddad Kelly's birthday.