I have a similar situation in my tree where for two generations my family used one surname on the census and an entirely different one for BMD events. I managed to trace it back to an illegitimate birth, but not in the generation I was expecting.
However, I wonder if he could be connected to these baptisms at Sheffield Parish Church (info from Sheffield Indexers)
Samuel Spurr born 28 Oct 1818, Baptised 22 Nov 22, 1818. Parents Mary & Robert (Joiner).
John Spurr born 8 Feb 1821, Baptised 26 Aug 26, 1821. Parents Mary & Robert (joiner).
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Jomot, thank you so much... those are very useful possible leads, with a Robert Spurr as a joiner... I hadn't found these records... I will take a look.
The Sheffield Independent of 1 Sep 1821 mentions a Robert Spurr being taken from York Castle to the hulk Gannymead, to be transported for 7 years. There is also a record of Robert Spurr, 25, Joiner born Sheffield aboard the Gannymead. The Yorkshire Gazette 11 Aug 1821 carries a report of the trial (charged with breaking open the corn mill & counting house of Edward Jackson & Co at Greasborough, along with Wm Taylor 26, David Else 28 and John Steer 28)
Whether he was transported or not I don't know, but there is also a newspaper reference 1 March 1840 in The Charter mentioning a Robert Spurr, Carpenter living in New.court, King-street, Smithfield. The article is headed Bethnal Green Chartists.
If Robert Spurr the Sheffield joiner
was transported then obviously he couldn't be Henry's father, but if his wife Mary then had an illegitimate child with a Mr Shepherd it could maybe explain the two surnames