Hi Shirley
There is an earlier child - the baptisms are all at St Mary's too:
Joseph b & bap 2/3/1829
Jane b 28/6/1831, bap 17/7/1831
William b 14/7/1833, bap 28/7/1833
Isaac b 20/2/1835, bap 6/4/1835
Ellen b 27/5/1837, bap 9/6/1837
Elizabeth b & bap 7/8/1839
Margaret b & bap 7/8/1839
Robert b 17/3/1843, bap 31/3/1843
An infant Jane Brining appears on the Lan-OPC burials for St Mary's, Lancaster buried 8/3/1832. The extent of the records transcribed doesn't go far enough yet to show what happened to the twins or others.
Regards
SandraC