Do you have the birth certificate of Henry Gurney in 1868 in Biggleswade showing his parents as Henry and Annie? I can see no such birth or baptism.
But
- the IGI shows Henry TURNEY son of Henry and Annie baptised in Biggleswade on 4 March 1868
- the GRO birth registration index shows a birth of Henry TURNEY in Biggleswade registration district in the March quarter 1868
- the 1871 census shows them living in Biggleswade as TURNEY
- the 1881 census shows Annie and her son Henry TURNEY living in Biggleswade
- the 1891 census shows Annie and her son Henry TURNEY still living in Biggleswade
- in 1898 Henry TURNEY married Harriet Welch in Hitchin
- in 1901 Henry TURNEY (b Biggleswade) and wife Harriet (b Hitchin) were living in Cambridge with his mother Anne TURNEY in the same household
In 1871 Henry the father was 30 b Leighton Buzzard, and the GRO shows a birth of Henry TURNEY in Leighton Buzzard in 1840.
It's possible that the Henry Gurney age 36 who died in Biggleswade in 1872 is an error for Turney.
It seems pretty conclusive that Henry, son of Henry and Annie, born in Biggleswade in 1868, was TURNEY, not GURNEY
David