do we know the marriage details of this Robert Spurr and Mary?
7 Dec 1816, Sheffield, after banns
Robert Spurr bachelor otp & Mary Sedgwick spinster otp
both signed X
Wits: Thomas Hall (or possibly Theall) & Joseph Hudson, the latter being a regular witness.
...
UPDATE
Many thanks for these details.
With the help of teamwork, and the finding of a living descendant of the Spurr family, we now believe that Henry Spurr most likely belonged to the Spurr clan living in Granville Street, Sheffield Park.
The Spurrs were acquainted with William Shepherd life-long stonemason (from Brampton, Derbyshire, his father James was a stone-waller) who in the 19th century lived and worked in Chester Street Sheffield (which was bombed in the war).
As a student of William Shepherd, Henry Spurr very likely styled himself after his 'master', moving in the late 1840s to Manchester where there was much work, and calling himself 'Henry Shepherd stonemason', which would have served him well if William Shepherd had a fine reputation. But all of Henry's children were christened with his genuine surname, Spurr, not his 'work-name'.
The 1851 census spelling 'Sheppard' is mistaken; the later 1861 spelling of Shepherd is correct.
Lots more came out of this too, including the discovery of a 'Spur' marriage in Hinckley Leics in 1791, explaining how Sheffield-based Henry Spurr would have met his wife Caroline Hinks (while he was visiting family).
Many thanks to all who helped, it's much appreciated.