Looking at the 1871 I think the place of birth for Catherine is Wymeswold Wolds, Leicestershire and given the burial of Catherine Dalby, I wonder if this is her in 1861?
Farm, Willoughby on the Wolds
George Cooper 30 Head Willoughby, Nottinghamshire Farmer of 40 Acres
Ann Cooper 38 Wife Sutton Bonington, Nottinghamshire Farmer's Wife
Sarah L Rowarth 76 Mother In Law N K, Leicestershire Retired Farmer
(blank) Holwell (Female) 16 Servant Old Dalby, Leicestershire General Servant
James Adams 13 Servant Willoughby, Nottinghamshire General Servant
Catherine Dalby 2 Boarder Willoughby, Nottinghamshire
And possibly Eliza:
Private, Willoughby On the Wolds RG9/2278/84/9
John Dalby 61 Head Willoughby, Nottinghamshire Blacksmith
Ann Dalby 60 Wife Willoughby, Nottinghamshire Blacksmith's Wife
Thomas Dalby 17 Son Willoughby, Nottinghamshire Apprentice Blacksmith
Eliza Dalby 28 Daughter Willoughby, Nottinghamshire Milliner
Emma Dalby 11 Grand Daughter Willoughby, Nottinghamshire Scholar
Alfheus (?) Dalby 8 Grand Son Willoughby, Nottinghamshire
James Pymn 5 Grand Son Willoughby, Nottinghamshire
John Dalby 6m Grand Son Willoughby, Nottinghamshire