Hi Steve,
You are correct in saying that the wife of Charles had a previous married name of Wilson (maiden name Levett). Her father was a William Levett - (a Musician which is interesting.)
Did the immigration record you found show an occupation? If so was it the same as your Charles --- a Carpenter/Joiner or the like?
That is all I can say though --- he could have used an alias to 'escape' I suppose but it is pure supposition - although it would be unusual for someone named Wilson to be born in Norway unless his father was a sailor or something -- but your Charles' father was a Horse Doctor, according to the marriage details.
I expect you have seen the 2 family trees on Ancestry -- which are no help at all. One has him in Hull and the other in USA ---- no parents shown, no immigration shown. I'm afraid he is a bit of an enigma.
I can't see an American marriage for him on line unfortunately. Someone suggested making enquiries about the naturalization record you found -- to see if there are any more details in the official records held in the USA. That appears to be the only avenue open to you at the moment - unless someone has access to New York? marriages --- always the chance that he didn't actually marry over there though.
Is there anything in American newspapers or English newspapers about the family? You never know.
I am really sorry that I have been unable to help you, with what is a frustrating (but fascinating) query.
Good Luck with it -- I hope someone can help.