You need to look for your grandfather on the 1939 register (use his full name) to see who he is living with.
http://www.findmypast.com.au/1939register
Debra 
Maggie in 1881:
https://familysearch.org/ark:/61903/1:1:Q276-XHMWMable F HUNT, Niece, 3, Wellington, Somerset, England
Maggy E THOMAS, Daughter, 1, Steeple Ashton Bristol, England
The rest of the family in 1881 on the previous page:
https://familysearch.org/ark:/61903/1:1:Q276-X43GMaggie in 1891:
https://familysearch.org/ark:/61903/1:1:W2DS-5MMMabel F HUNT, Niece, 13, England (original states Wellington)
Maggie E THOMAS, Daughter, 11, England (original states Bristol)
Maggie in 1901:
https://familysearch.org/ark:/61903/1:1:XS39-T1ZMaggie and Mabel continued to share a residence with Maggie's father.
When Maggie had your father in 1921 rather than register him as illegitimate she made up the details on the birth certificate. If the man she married in 1943 was the biological father then perhaps he was not free to marry until then. Do you have the marriage certificate? If not then I suggest that you get it as it will show information about both of them including whether single or widowed/divorced.
What is the
date of registration on the birth certificate. Are there no other notations? Do you know anything about James/Arthur WRIGHT? His year and place of birth and death?
Debra
