Just to add that you can read the will of Henry. To paraphrase it was written 22 Oct 1795 and he refers to daughters Elizabeth, Ann, Mary and Jane, sons John and Henry, his brother Thomas, brother in law William Ludlam of Bolsover. He also refers to wife Jane but I think she was his second wife. There is a marriage of Henry Bagshaw, a widower to Jane Twidale 13 June 1793. The baptisms in Scarcliffe also tie up with the above - Elizabeth 1783, Ann 1785, Mary 1787 and John 1789 (parents Henry and Ann) Henry 1794 and Jane 1795 (parents Henry and Jane). I also note that a William Ludlam married a Mary Jervis in Bolsover 27 May 1776 (Mary sister of first wife Ann Jarvis?). So this could well be your man.
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William