There are a lot of Ferry's in Bethnal Green but there is no guarantee that they all descend from Huguenots, although some definitely do as one line intermarries with sidelines on one of my Huguenot lines. Additionally, from a quick look at the non-conformist registers on Ancestry, there is no sign of a Jacob Ferry appearing in the various French Church registers, although that doesn't mean that there wasn't one that emigrated in the 1600s, he may just not have joined one of the churches. Now ancestry's indexing isn't that accurate but so far I can't see anything even via google about a Jacob Ferry who was a huguenot. It definitely is not a good idea though to start with someone and try to work forward and connect your family, there is unfortunately a good chance you could make more of a mistake doing this than trying to work backwards.
The problem you have is the fact there appears to be absolutely no sign of your Robert Ferry prior to his marriage and there is no sign of a Robert Ferry born c1833 who was a weaver. By the 1800s the vast majority of huguenot families had assimilated and were using the Church of England parish churches, many assimilated in the mid to late 1700s, if not earlier. I have one huguenot ancestor who emigrated with her parents in the late 1600s when she was about 2 years old. While her sister was baptised in the Threadneedle Street French Church, she herself never joined the church and married and was buried in a CofE parish church. The only reason I've been able to confirm she was huguenot was her very rare surname.
There are, unfortunately, a few other possiblities about who was your Robert Ferry born c1859. His father's name could undoubtably be wrongly entered on his marriage certificate. This is something that isn't that uncommon, I have two instances within my own research. Similarly, he may not have been born a Ferry but was born out of wedlock and his mother married one at a later date and he assumed his stepfather's name. His father in those circumstances may have been named Robert but not a Ferry. Its also possible that he wasn't illegitimate but took a stepfather's name for whatever reason. You could try contacting Tower Hamlets Register Office to see if they have an entry for a Robert Ferry born around the correct time but who has been missed off the GRO index when it was compiled. That wouldn't though solve the mystery as to where he was prior to his marriage.
Unfortunately, until you can conclusively find your Robert prior to his marriage, everything is hypothosis and while I appreciate that family claim they were of huguenot descent, a certain amount of a "pinch of salt" does need to be considered with family stories. My great aunt always claimed that her father's direct family ancestors were scottish, when in fact the family came from East Anglia. The story apparently may have come about because another aunt saw a tartan in Scotland that supposedly was for the family name and it was assumed that's where there family came from. I have numerous other examples where there is a shred of truth but the general story is incorrect. You may well have huguenot ancestry somewhere but perhaps not in the Ferry surname and the details may have got corrupted over time. Its something that isn't that uncommon unfortunately.
Unfortunately all you can really do is dig around looking at the Ferry line and hope that with each new data set that appears, something may help to confirm who Robert was.
