I am a little bemused by the appearance of Mary on the 1841 census too. All the children shown on the census are baptised as child of Henry and Sarah, he married Sarah 10 months before the first child was born and she is still alive at his death, and mentioned in the will as "My dear wife Sarah". Henry's mother was Mary, so the only thing I can think is that whoever told the census enumerator the names, got mixed up...perhaps the enumerator said something about mother's name and they thought it meant Henry's mother? There is no other mention of a Mary at all.
Sarah comes from Oxfordshire according to the 1851 census. I can't find a baptism for Henry, but his parents were living in various places before they settled in Chelsea, most of them only a few miles away, but technically in Surrey, so I think that may be why his birth is not in Middlesex.
Yes, his wife is still alive at the time of the will (she dies in 1852. She is on the 1851 census and I have her death certificate.) He leaves everything to his "Dear wife Sarah for the duration of her life.)
I do have Henry's death certificate, not long after the date of the will so have his address and trade on that, and his address is also shown on the will. This is not the one where he spent most of his life but appears to be where he moved to several years before his death. Most of the children were born at the same address in Chelsea (the previous one to that on the will and death cert) and he is also shown in trade directories as being at that address. Usefully, this is also where his father, also Henry, lived and is shown in directories, linking the two together beautifully.
After leaving everything to his wife in the will, he then says that after her death, everything should be divided equally between any children that survive her, then listing the children alive at the time as Mary Ann, Henry, William Thomas, Ann, John Walker and James.
Most pieces of the puzzle fit together nicely. There are just the couple of bits that throw things into a bit of confusion. The more I look at all the info, and other people on here saying that their Anns and Nancys are interchangeable, the more likely it seems that Ann and Nancy are the same.
Thank you and everyone for your input. So shall I mark Ann and Nancy as one on my FT?