That's very interesting, maybe Teresa and Margaret were indeed Catholic then.
I unfortunately have no idea what Margaret's father's name was and annoyingly, I cannot find a marriage record for Margaret Allen and P John Harris (my great grandfather), with no end of searching on Ancestry and various other geneaology sites.
I have managed to turn up marriage records for everyone else but them!
Despite this, my grandmother still insisted that her father and her mother were definitely married in Pershore Abbey, Worcestershire in (about) 1920. This if it is so true, would be incredibly useful since it may have stated her father's name (even though he had died during WW1).
Next stop I guess is going directly to Pershore Abbey itself and trawling through marriage records from say 1918 to 1922. I went to Pershore Abbey almost a year ago and they said it wouldn't be a problem to have a look in the archives/records. They also suggested Worcestershire Town Hall would may have a second copy of births, marriages, christenings and deaths as well.
I also think it would probably be a good idea for me to have a look at the 1911 Welsh census as well and see what I can find, which may be a good starting point.
On the death record for Margaret Allen, she died in 1965, and it says "estimated age at death; 64" I believe this to be incorrect as she was a nurse during the first world war, and met my grandfather at Paschendaele in 1917, making her age then, only 16 (or even 15 years of age) and common sense tells me she would probably have had to be 18, or even over 21.
My father did say that Margaret's twin, Teresa (or Resa as she was known) was still living in the late 1970's, as she visited my grandmother on the odd occasion, but lived somewhere further down South towards Reading and was also married, but my father has forgotten her married surname!!
I also think going to Kew and looking at the QUARANC records might also be a good idea. They are fortunately all intact as far as I believe, unlike other first world war records, but unfortunately are not on Ancestry.co.uk to search digitally.
Looks like i'm going to be a busy man over the next few weeks!