I don't know if I have exactly the answer you are looking for, as you had mentioned a Henry Thornhill, but I found the military records of a Herbert John Thornhill, born 1881 in South Molton Devon. (On Ancestry UK website) which fits in with being married to a Nellie from Jersey.
On those records it states that Herbert's wife was Nellie Thornhill (nee Le Huqet or le Huget), and that they married 23/2/1903 in St Helier Jersey. (Church name not provided)
*Maybe some kind person in Jersey could check the Church and Registry Office entries in St Helier for you for this time frame; providing more information as to parents and Witnesses?
Herbert's address at the time of his enlistment in World War I was given as 21 West St, South Molton, Devon
No children are named.
I wonder what happened to Violet Ford after the 1911 Census?
Herbert originally joined the 4th Devon Regiment, Military #3884 on 28/11/1899 aged 18 years and 3 months.
At the time of the 1901 Census, he was posted to the Fort Regent Barracks in St Helier Jersey, where he must have met Nellie Le Huqet
On the original transcription of the 1911 Census, it is stated that Herbert (he is called H on this Census) and Nellie have been married 8 years (confirms the 1903 Jersey Wedding) and that Nellie has one daughter, Violet Ford aged 8 years, born St Helier Jersey (I don't know who the father of Nellie's daughter Violet was, as I was unable to find a Baptism in the St Helier records for her)
Hope that helps a bit
