Thats quite a mystery you've got there rubymar ... If you've ruled out the death occuring overseas, and you've checked for a third marriage and its neither of those, then there's an unknown reason for it not being under Bambrough.
Have you tried extending the death record search to include her previous married name ? I understand it should be Bambrough but if you've run out of other avenues.....have you looked at this one already ?
Mary Ann Bell death registered Mar qtr 1907 aged 61, Newcastle upon Tyne RD
Ref: 10b 31
Just out of interest, before Mary Ann became Bell, what was her birth name ?