Ok - let's start with the marriages first, from the point of view of my resources, those are easiest.
William Shelley widower age 20 + of Brighton m Elizabeth Julia Myers spinster age 21 of Brighton 21 Oct 1829 by licence. The licence was issued in the Arcdeaconry of Lewes on 20th Oct 1829
John Nye bachelor, shoemaker, m Katherine (Kitty) Roebuck (Robuck) spinster by banns 13 Jul 1797 Cuckfield. Both otp.
Two interesting entries considering your request:
William Shelley bach m Katherine Nye spinster by banns 18 Sep 1817 Brighton, both otp
William Shelly, widower of Brighton, (signs Shelley) m Elizabeth Bartholomew spinster by banns Twickenham Montpelier Chapel, Middlesex, 18 Mar 1828
Witnesses Richd Perch, Catherine Haydon, Jn Blackwell
William Wallace Shelley baptised 12 Mar 1830, Brighton, parents William and Elizabeth.
Siblings:
Kitty Harriet bapt 28 Aug 1831
Clara or Clair bapt 30 Sep 1832
William and Katherine had four children baptised in Brighton 1820 - 1826. Let me know if you are interested.
There does not appear to be a baptism for a Catherine/Katherine/Kitty Nye around 1798 in Brighton.
Burials are potentially the most difficult - it depends if the area is covered.
Nothing for a John Nye in Cuckfield or Brighton, but some in Henfield.
The only burials I can see in Brighton for children (aged 10 and under) named Shelley are these:
Edwin Shelley aged 3 14 Dec 1826
Elizabeth Eliza Shelley aged 2 15 Mar 1827
William Shelley aged 8 21 July 1828
Maria Shelley aged 10 26 Jan 1830
But please note I only have access to a brief period of records - there could easily be some before this date.
Nell