I'm wondering if anyone can suggest any further avenues of research after I have exhausted all the ways I can think of to further trace my wife's ancestor Sophia KAY / KAYE
She makes quite an impression on the historical record later in life, but I cannot find her origins documented anywhere. She marries James Forster Knight (~1751-1808) in 1777 at Langton Long Blandford, Dorset (mistranscribed as Sophia HAY in some records). They have at least 5 children including John Baverstock Knight (1785-1859) who was a sufficiently famous artist to have an entry in the Dictionary of National Biography, stating:
"Knight, John Baverstock (1785–1859), land surveyor and painter, was born on 3 May 1785 at the rectory, Langton Long Blandford, Dorset, the third of eight children of James Forster Knight (1751–1808), captain, 3rd Dorset militia, and his wife, Sophia (1751/2–1820), daughter of Colonel John Kay. His parents lived at the Down House, Blandford St Mary, which Knight had inherited with Littleton and Langton manors. John was baptized at Langton rectory, home of his aunt (wife of the rector, Dr J. H. Ridout), on 28 May 1786. Knight was educated privately at home, then at Mr Longman's Commercial School at Child Okeford. "
Furthermore, in the baptism for John Baverstock Knight it lists parents as "James Knight and Sophia his wife, formerly Kaye" (
http://www.opcdorset.org/WinterborneFiles/W.Whitchurch/WWhitechurchBaps2.htm)
In an announcement of the marriage to James Knight she is listed as "Miss Kaye, of Blandford"
When she dies in 1820 she is given an age indicating birth in 1751/2.
You might think that was plenty to go on to help find baptism and parents of Sophia, but I have drawn a complete blank. No records of her anywhere. Nor can I find anything about any Colonel John Kay. Perhaps he was a Colonel of the Dorset Militia, like James Forster Knight?
John Honyfield Ridout is well documented, and marries Jane Knight (John Baverstock Knight's sister) in 1828, but that cannot be the marriage they talk about when saying he was baptised at his aunt's home. However, there is no record I can find of J H Ridout marrying anyone previously. Unclear if the aunt is a sister of his mother or his father.
The Kay family clearly lived in Blandford at one point, and were well-off, but Sophia may not have been born there. It is all a bit of a puzzle, and I would appreciate any thoughts from experts on Dorset family history on what trace there might be of them?