The Sabrina mystery (as uncovered by Keyboard86, super-sleuth!):
I think what could have happened is the following confusing post, however it doesn't explain why the children did not acknowledge their father on the marriage records:
In 4th quarter 1859, John Downs married Ann Gregory (District Stockport, County Cheshire, Volume 8a, page 41) (As you always get four names, I believe I have correctly ruled out the the other two as a couple, as they are trackable on census).
John Downes and Ann Gregory have Mary, and Sabrina. I have not found the birth for Mary, but Sabrina is DOWNES, SABRINA mmn GREGORY GRO Reference: 1864 S Quarter in STOCKPORT Volume 08A Page 2
We know from Keyboard86's discovery (reply 32) that John Downes didn't remarry Hannah Stevenson until 1871, and the most common reason for that back then is, they were still married in the eyes of the law/church. Divorce was not an option back then unless you were very rich, so Ann Gregory must have left him, and by 1871 either deceased, or gone long enough he could remarry.
However, they (John and Hannah) lived as a married couple, and the next three children, were registered as Downes, mmn Stevenson. That means Ann Gregory left between the birth of Sabrina, and Thomas. Thomas was baptized at Hartshill 08 July 1867 to John and Hannah, boatman.
In 1871 John and Hannah Stevenson marry, and on the census, they are all Downes (See reply 25 by Keyboard86). The same year, they get Mary baptized (Keyboard86 reply 32).
Between 1871 and the marriage of daughter Mary in 1880, something happened to make the paternity a question for Mary.
In 1881 Census, Sabrina has left home, working as a servant, but still using the Downs name (mentioned by Keyboard86).
However, at the marriages of each of Sabrina and half-brother Thomas, both leave the father's name blank. Sabrina, who never knew her real mother, thinks Hannah is her mother, and uses Stevenson. I assume they knew they were both born before John and Hannah married, so they thought they were really Stevenson's. Thomas starts using the Stevenson name in censuses. He may have still used the Downes name in real life, as not to confuse people; we will never know that part). Sabrina uses Stevenson when getting married, as she thinks Hannah is her mother, unmarried at her birth.
The paper trail so far indicates that John Downes was the father to all, but for some reason, 3 of the children (so far, haven't checked marriages for the others) all refuse to acknowledge him.
The marriage registration for John Downes and Ann Gregory is the key, as it might disprove all of this, but so far, this is the only thing making sense.
As for the marriages, Sabrina married Charles Bould, who I believe was a first cousin to the Boulds that Thomas and Mary each married.