1841 census shows their children as Thomas bc.1821, Salley bc.1825, Ellen bc.1828, Elizabeth bc.1838 plus James followed in 1841.
From what I can see it looks like John and Elizabeth were in Worcestershire before going to Warwickshire. In Warwickshire their church was St. Mary, Warwick and from parish records and also census family seems to be:
Thomas bc.1821 - don't know where
Sarah (Sally pet name of Sarah) b.11/3/1826, bp.26/3/1826 Wesleyan, Kidderminster
Ellen bp.21/2/1828 Kidderminster
Jane bp.15/5/1830 Kidderminster - bur.8/5/1837 St. Mary, Warwick aged 7
Mary Ann bp.24/1/1833 Kidderminster - bur.18/5/1837 St. Mary, Warwick aged 4
John bp.5/1/1836 St. Mary, Warwick - died??
George bp.7/5/1837 St. Mary, Warwick - also died 1837 (death index)
Elizabeth bp.13/10/1838 St. Mary, Warwick
James bp.21/8/1841 St. Mary, Warwick
The only anomaly is that I can't find an appropriate Thomas bc.1821 - plus a census refers to a Joseph bc.1832 and can't see anything on him either.
I really do think you need the birth certificate for James Tolley - as you've indicated you will - to confirm his mothers maiden name. There were in fact at least 3 couples named John and Elizabeth baptising children in Warwickshire - one is your couple (John being a Wool Carder/variants), one other John is a Blacksmith, my point being that the John Tolley/Elizabeth Conelay marriage could relate to one of the other couples since it took place in Birmingham itself where the other 2 couples baptised their children.
It was finding 2 burials at St. Mary, Warwick for Jane bc.1830 and Mary Ann bc.1833 who weren't baptised there that set me looking for them and in the process found their baptisms at Kidderminster together with those of Salley (Sarah) and Ellen but nothing for Thomas.
From the census Elizabeth is said to have been born ca.1800 at Emley, Yorkshire (one census has Hemley). Bearing in mind that 4 children baptised in Kidderminster, Worcestershire 1826-1833 I found the following marriage:
John Tolley married Elizabeth Milnthorpe 15/11/1824 Ribbesford, Worcestershire
Familysearch shows an Elizabeth Milthorpe bp.14/2/1800 Emley, Yorkshire, dau. of Thomas and Sarah (the names of her first 2 children).
Just on the off chance as Thomas would appear to have been born before the 1824 marriage I looked for a baptism for him under Milnthorpe and familysearch shows:
Thomas Milnthorp or Radley b.24/8/1821, bp.4/11/1821 Emley, Yorkshire, son of Elizabeth Milnthorp. However, his original baptism entry is shown on ancestry and although the record is somewhat faint there appears to be no sign of the name Radley at all so don't know where familysearch got that from!
Naturally, after all this I am hoping that the birth certificate for James will reveal his mothers maiden name to be Milnthorpe.
I must admit that when I saw the 1841 census with a 10 year gap between Ellen and Elizabeth I wondered whether 'Elizabeth' was possibly a 2nd wife. However, upon discovering that at least 4 children had been born/died between 1830 and 1837 I scrubbed that thought and with the discovery of the marriage in 1824 in Worcestershire followed Elizabeth Milnthorpe who was indeed born 1800 Emley, Yorks. and who also had an illeg. son Thomas there in 1821 it all fitted together nicely. Hopefully, the birth certificate will confirm this.
Annette