Post 1858 wills were probated nationally by the state. Before that date by church courts. The National Archives have some useful guides on wills pre and post 1858.
http://www.nationalarchives.gov.uk/catalogue/researchguidesindex.aspWills and Death Duty Records After 1858
Wills and Probate Records
Wills Before 1858: Where to Start
Death Duty Records, From 1796
Death Duty Registers, How to Interpret
The probate service website follow their instructions
http://www.hmcourts-service.gov.uk/cms/1226.htmThe probate calenders are on microfiche up to about 1943 and can be found in major libraries local studies sections in this country. The Society of Genealogists in Australia is likely to hold them as well as perhaps some Australian family history societies, though you can just request the probate service to do a search after the death of the person for a will or administration. A will may not be probated immediately (the longest I hold was a good 50 years after the death but that is an exception) most wills are probated within a year or two of the death.
Unfortunately there is no way to order a will from the probate service except by post or personally visiting the Principal Registry of the Family Division in London. It might also be worth checking at the same time to see whether Emma Susan left a will as well.
If there was no marriage to Emma, legally without a will, unless there had been a settlement on them before his death, Emma and her children had no claim on Percy's estate. Only his wife and legitimate children were legally entitled to the estate. A child could not be made legitimate by a later marriage. This was not the case until 1926. Only children born after the date of the marriage, if one occurred, were legitimate.
The Death Duty registers which will be mentioned in The National Archives research guides give more information on the beneficaries of wills - their legal relationship to the deceased is specified.
Percy's wife may very well have wished to remain his legal wife for the sake of herself and her children's respectability. Better to be a deserted wife with financial claims on her husband, than a divorced woman with all the social stigma that went with that status.
Regards
Valda
