Just another couple of things I found -
John Smith married Amy Newbery in Chardstock on 2 May 1839. The extract I'm looking at doesn't show father's names but the full certificate should do, always supposing John wasn't illegitimate! I'm sure it's the right marriage because John's place of residence at the time is given as Winsham, which is where the family are in the 1841, and his occupation is shoemaker, which is right. If you want to send off for the certificate, you could either contact the record office currently holding the registers, which is in Honiton, email sreast[at]devon.gov.uk or order it through the General Record Office, in which case the reference is 'JUN 1839 Axminster 10 1'
FreeReg has the baptism of their daughter Sarah Ann on 21st Feb 1841 and also Second daughter Mary Hine on 25 Jan 1842. Both of these are at Winsham before they moved to Chard sometime before 1851. Unfortunately, the transcriptions of Winsham baptisms on FreeReg stops at 1843, but someone on the Kingsbury East group I mentioned might be able to look up Thomas's (and any others that died).
The Dorset baptisms that Mick found for you aren't on FreeReg but they are on FindMyPast, in transcription form (getting hold of images of baptismal entries isn't easy), but they are full transcriptions.
Hope this helps
Angela