Janmoon, I noticed you are also visiting Dorset. This may be useful to you, in the 1790s Units of the Somerset Militia were stationed in the market towns of Lincolnshire to resist possible invasion by Napoleon. I know it was the Somerset militia, but men from North Dorset, including my 2X great father enlisted in the unit. So if someone left the South west in the 1790s and reappeared in Lincolnshire that is one possibility. Lincs Archives have information on the Militia Unit, as does the National Archive at Kew.