Hi Mo,
Many many thanks for all your efforts on this. I took some time out in Harrow's local history centre, since I was in the area. They had some census returns and I found the 11 Pinner Drive Shephards in 1881 and the 24 Nelson Road lot. Like you I could not track the 11 Pinner drive lot back in 1871. I would have expected them to be in Stanmore as Martha (Ann's younger sister) was born there around 1871/2 I can only assume that they were renting having moved from Slough at some point after the 1871 Census before settling in Pinner Drive.
There were a few other single shepheards, and a Thomas, unmarried, living with is elderly mother.
Thinking about things a bit more it does seem odd that the Nelson Road lot would have a daughter Mary A in 1861, who is presumably the same one who visits the Davis' in 1871 and then who moves in with a completely different set of Shepheards in 1883 before she gets married.
It's also a bit confusing that she does not know where she was born (or perhaps her husband does not?) in 1891 when it's documented in the previous census. Hmm the more I look at this the more I wonder if it is a child of the Pinner Drive family, who for whatever reason is not with them in 1881 but returns to the family home just before she gets married. If so then in 1871 they could be in Slough (can't check this on the IGI as Slough isn't listed for some reason) potentially as follows...
Thos. Sheppard, Head, Mar, 39, Farm Labourer, Berwick
Mary, Wife, 24, Berwick
Mary Ann, Daur 7/8, Scholar, Berks Slough
Amy, Daur, 6, Scholar, Berks Slough
Ann, Daur, 3, Scholar, Berks Slough
The fly in this is the 1901 census which definitely says Bucks as a birth place.
Any thoughts?
J.