I checked for Probate for James Bentley's dying 1890
One in Yorkshire, probate granted to widow Caroline, or maybe Charlotte, I think it was. Not Emma anyway.
But when I looked back at death index, there were about 3 deaths for James Bentleys in Yorkshire in 1890, so presumably this was one of the others. Must admit I didnt go into detail with the addresses etc.
HAvent checked how many deaths there are in 1939 - if only one, then that probate index entry will be the same person. If more than one, then need to look closer.