Hi Diane,
Unfortunately I hit a road block with Mary McVeigh/McVey. I've searched all the passenger lists arriving in Melbourne around the time she supposedly arrived. I don't even know if she came with her parents (John and Mary) or by herself.
Her last name is sometimes recorded as Smith so I was planning to search through all the original passenger microfiche for all the Mary Smiths - a big job which I have been putting off.
However, I did find a record of Mary arriving in Western Australia from Victoria after her husband, William Otto Schwennesen had died in 1893. She arrived in Albany with her youngest son Theo (Theodore) on the 'Adelaide' from Melbourne on 8 April 1897. Theo 'Nugget' died in 1935 and is buried in the Northcliffe Pioneer Cemetery.
Cheers, Anne