If Mary wasn't baptized as a Roman Catholic..and this may end up as a gigantic red herring

A baptism at Sefton, 17 August 1788, Mary daughter of Edward and Mary Webster. Born 23 July 1788, living at Ford.
(Father Edward is good, as we know Robert and Mary Shepherd had a son Edward)
Looking at siblings, the first on the list (I am going on Lancashire OPC) is Esther, bap 18 July 1784, born 11 June.
Have to be careful here, because there is another Esther from Ford/Sefton, different parents, in 1787.
Anyway, a marriage at Sefton, 2 December 1805
Joseph Shepherd + Esther Webster
Baptisms of children?
Joseph and Esther Shepherd in Litherland, Sefton in 1841
piece 518 book 5 folio 10 page 12
Image here
https://www.familysearch.org/ark:/61903/3:1:3QS7-99GY-2L3R?i=104&cat=5136741851, Litherland
Esther Shepherd is 67, born Ford. Husband Joseph is still alive. Also 67, born Lunt.
Their daughter Esther must have married a Harrison (Richard in 1849, but I think probably not a relation of your Robert though)
https://www.familysearch.org/ark:/61903/1:1:MQ25-7YTEsther Shepherd seems to have died in 1854, age 70. Buried 1 Nov at Sefton. Abode Litherland.
Image on FamilySearch
https://www.familysearch.org/ark:/61903/3:1:S3HT-D514-HT?i=280Joseph Shepherd - there is a burial in Sefton, 3 June 1860, age 76. Abode Litherland
For Joseph, Lancashire OPC says "Roman written in Ministers column"
Image on FamilySearch
https://www.familysearch.org/ark:/61903/3:1:S3HT-D517-YL