The IGI has a likely marriage for Robert Coverdale (given the possible birth places for Maria)
30 Sep 1821 Waltham, Lincs
Robert Coverdale & Mary Ginny.
Trying to trace their path on the IGI, they had -
Thomas 1823 Waltham
John 1825 "
Hannah 1828 "
Then,
Joseph 1830 Tetney
William 1832 "
Both places are on the outskirts of Grimsby, North Lincs.
It seems strange that Mary is not listed on the IGI, but there looks to be a sufficient gap between the baptisms of John in 1825 & Hannah in 1828 for Mary to have been born. It also seems likely that they would have named a daughter after the mother. Perhaps she was never baptised, or perhaps the family temporarily moved elsewhere.
When you say she is not listed in the parish records for Waltham or Tetney, do you mean in the IGI - or have you actually looked through the PRs at the Record Office? It's just that I know from experience that the IGI isn't infallible, and that, just because it appears that their coverage of a particular parish is complete, it doesn't mean that there aren't some omissions.
If you haven't already looked at the PRs, I'd certainly recommend you do so - or post a request on Rootschat for someone to do you a look up.
N.B. If you do decide to post a request, you want the Lincolnshire Board.
Good luck,
Jill