Well folks, I'm back with hat in hand to thank you all for getting me to take another look at Roy Royan-Grey. While I'm still not 100% sure Roy is Roy, I'm about 90% sure I've got a paper trail that could prove it out for us. I figured if anyone would like to know it would be you excellent people.
I ended up requesting Lucy's will, her death certificate, and Roy Royan-Grey's death certificate. I still can't find a probate record for Roy. But, our smoking gun lies in Roy's death certificate that - in addition to the exact matching birth date - shows his birth location as Great Yarmouth. Not sure what the odds of a similar name, exact same birth date, and same birth city being two different folks (especially when one set of docs start his life and others end it) but I'm hard pressed to think you weren't all right on the money. Geniuses, the lot of you.
I've tracked down some of Lucy's family to see if they have any history of Roy in their family legends. It would make sense that with Roy unwilling or unable to divorce Cissie that Lucy would have had to change her name vs get married I suppose. The next layer is that Roy's death was reported by a Mary Ramshaw, whose initials match later newspaper ads for the dog sales, so I'm not sure how she fits in here either.
Thank you all - without the push I would have kept writing Roy off, and I think I'm as close as we might get to rounding out this story. But if I find out more, then I'll be sure to pop back in and update you all. Thank you, thank you.
Edited to attach the certified copy of Roy Royan-Grey's death certificate, property of the Crown Copyright, with colored edits added to ensure the copy attached couldn't be used to print or infringe the copyright. Hoping that covers me but I'm sure someone will share if not!!!