Thanks for everyone's input (and for correcting the marriage date). My theory is that Mary E. Jeff married Arthur R. Graham, who died within a short time, and then married Michael Conroy. I realize that Graham is a common name, but I can find no marriage in England for a Mary (Jeff is an uncommon name) other than to Arthur. One problem is that at that time Mary would have been only going on 17. Not impossible, of course. The informant name on her father's death cert. in 1932 looks like Mary E. Conroy or Convey - and neither of these names turn up much in southern England. And why she ended up in Newcastle, also unlikely, but not impossible.
I have also been trying to track down her grandmother's death certif. - and finally found one that fit in 1935 - previously hadn't found one that fit (again, a Mary Jeff) until yesterday the Free BMD revealed a Mary M. Jeff dying in Wales, age 91. I'll know when I get it, I hope, if it's the right person!