Just an update on my progress in tracking down Queenie. I managed to identify all the Threlfalls born between 1887 and 1898 who had William as a first or middle name. It is a fairly large list (about 46 names), but once I started eliminating those individuals whose regimental affiliation could already be established or who died within a decade of birth (and therefore had traceable death records) or whose descendants (via Ancestry) said “no way’, the list of potential candidates became far more manageable - though admittedly, no one on the list jumps out as obvious show biz material (I’ve followed census reports to 1911) .
However, I also pursued the 1920s singer “William Threlfall” route that Barbara.H pointed out, and sure enough came across a potentially valuable clue to the puzzle. During the autumn of 1926, the ocean liner RMS Majestic included among its crew a British band member called William Threlfall. What’s more, the passenger manifest gave his age as 31 – which would have meant a birth date of around 1895.
So I’ve started to refocus my efforts on the three year spread 1894 to 1896 – and really, there are only six possibilities in total, of whom only three I would consider truly serious contenders. Some of these are on Ancestry.com family trees, so I’ve written to their owners for advice. But there is one for which no information (or family trees) exists – other than his date of birth and district registration on the Lancashire BMD. His name is “William John Threlfall”, born Oct-Nov-Dec 1895, registered Toxteth Park, Liverpool. So the search goes on...