Thanks everyone for all your responses, they really have been helpful. I have now sent off for my granny's birth certificate and will let you know what I find.
I started my search all over again and have definitely got Annie Mary, before marriage, in two census as a child - its interesting that 1891 census says all the children present (John, Robert, Patrick, James and Henry were born in England (which isn't true). Both parents - John and Mary Welsh were born in Ireland.
The 1901 census has three children present - Patrick, Henry and Annie. It says only Patrick (and parents) were born in Ireland; Annie Mary and Henry born Frizington.
1911 Census lists parents as being born in Wicklow, and living in Frizington. Only Henry and Annie are present (both born Frizington) and there is a grandchild, John.
There is another 1911 Census for John and Mary's son John and his family, in Frizington. This son John, aged 37, is married to Jane Burns and lists his birthplace as Vale of Avoca.
Family memory, with no documentation, says at least son John (born 1873) and Patrick (born 1881) were born in Ireland. Robert (born 1877) must also have been born in Ireland. One member of the family recalls that John, the eldest, came to England with his parents, aged 16, to work in the mines in Cumberland. This gives a travel date of 1889.
Other family memories - Patrick owned a tobacco shop in Egremont. The pits that father John and his sons worked at were Margaret Pit, Frizington, Tin Pit at Cleator and Florence Mine at Egremont. Robert, nickname 'Devil', is believed to have gone to America.
From here, I am waiting for Annie Mary's birth certificate to arrive which might clear up her maiden name - Brach or Roach. I think, as Heywood suggested, that the two names might be the same but muddled up. And I'm starting to look at each of the brothers and sisters to see if there is more information from them.
Thanks again Rootschat! Hope the information above helps anyone else searching for their family.