I have read back through the thread. I am convinced that your best option is working backwards from the known ancestor of your wife, so I think you need to determine the names of the parents of the bride and groom on the 1862 NSW marriage before you can have confidence in going back any earlier.
I am also advised that you should consider obtaining a fresh copy of an official transcription of the marriage registration of annie SOWDO and William Henry MCMAHON/MACMAHON registered in 1862, in the Wentworth BDM district in NSW. The Reference number is 1319. It is very likely that there are elusive blanks on the NSW BDM civil registration, so I am not suggesting you seek to obtain the 'real deal' NSW BDM issued certificate, but that once you have the official transcription, you can then go about finding out from the Church register what information the bridegroom provided about himself and his origins, including his own parents.
Here is a link to a thread that I prepared a number of years ago, I am happy to help you strive to sort out any elusive blanks on that 1862 NSW bdm record 1319/1862.
http://www.rootschat.com/forum/index.php/topic,546609.0.html
You may also find that there are many free to search live links available to help your research:
https://www.rootschat.com/forum/australia-resources-offers/ then to
https://www.rootschat.com/forum/index.php?topic=369703.0 then to
Transcription Agents I have found each of these organisations to provide an excellent service.
http://www.rootschat.com/forum/index.php/topic,300394.0.html
Re Your comment :
I havnt forgotten you mentioned Mary was Baptized 1811 with no surname... Baptisms are NOT about giving a person a 'surname'. I was born 1947, I have older and younger siblings. All baptised Co E, in regional NSW as babies. The parish registers do NOT confer us with surnames. Our births were all registered in NSW. Our original birth certificates do NOT give us surnames. NSW BDM civil birth registrations commenced to include surnames in the late 1960s.
From the Resources Board for NSW that I linked earlier :
https://www.rootschat.com/forum/australia-resources-offers/ click on this link and from there go to the following link
https://www.rootschat.com/forum/index.php?topic=369703.0 click on that link and from there scroll through to reply 2 :
https://www.rootschat.com/forum/index.php?topic=369703.msg2445941#msg2445941 and from there, scroll though until you get to the following:
Baptisms, Marriages, Burials, Christ Church Cathedral, Newcastle
http://www.flickr.com/photos/uon/sets/72157606066769147/ 1820 – 1899 Family Register
http://www.flickr.com/photos/uon/sets/72157605008173551/ 1826 – 1837 Baptisms, Marriages, Burials
http://www.flickr.com/photos/uon/sets/72157604433014652/ 1837 – 1838 Baptisms, Marriages, Burials
http://www.flickr.com/photos/uon/sets/72157605132739200/ 1839 – 1861 Baptisms, Marriages, Burials
.... etc
click on the various links as per what ever description suits ... eg baptisms 1826-1837 ... the headings on the parish register include 'Child's Christian Name' and 'Parents' Surname' .... Those images are from the CofE ... Christ Church Cathedral, Newcastle NSW, so for the Diocese, not just ceremonies at Hexham.
Civil Registrations
Samples of NSW BDM civil registrations are here at the following live link from NSW BDM
https://www.bdm.nsw.gov.au/Pages/family-history-research/interesting-certificates.aspx - scroll through and get to Henry Lawson. His birth certificate is typical of civil registrations. The heading is 'Name and whether present or not' ... his name is registered as Henry, and it does NOT include a SURNAME.
The concept giving a surname to a baby at birth simply did NOT come about in NSW in the 19th Century. It was not something that caused a bother. The baby 'became known by' whatever surname their mother was using at the time. So, if mum was a married woman, she was known in her local community by her husband's surname, and so the child took on the surname of mum and thus everyone presumed her mum's husband was the dad of the child. In respect of the 1811 entry on that list of illegitimate children who were baptised. The clergy were NOT concerned as to the status of the baby's parents (married or not). The baptism ceremony was about the BABY, and not about the parents. The lists were prepared on a quarterly basis, the clerks went through the parish registers and made the lists out based on summary info and were not concerned with recording how the parents of the babies had arrived in NSW, or if the named father was actually the biological father, or just the current 'beau'.
If your William Henry McMahon who married in 1862 is the son of William Henry PEYTON/PAYTON who married in 1828 to Mary WEARD/WARD then once you have proven that your next task is to find the link from that Mary to her parents, and that will be a difficult task too, as the NSW records became scant on information. The online trees that I have examined have 'guessed' there is a papertrail back to the voyage of the Canada in 1810, but none have offered 'proof' .... so I am suggesting you start with the known ie with the 1862 marriage, and you seek out all the elusive blanks on that registration ie both the bride's side and the bridegroom's side.
JM