I should have mentioned before, that a researcher on Henry Pyne senior , the artist, believes he may be a brother of the more renowned artist William Henry Pyne and has uncovered a link of Henry and this William being apprenticed to the same chap - the following is an extract from an article on the subject;
The origins of Henry Pyne are unclear given the conflicting information about his origins in the 1841 and 1851 census returns. According to the former he was not born in Pembrokeshire while the latter gives his birthplace as Haverfordwest. The latter is almost certainly wrong. Although the issue is absolutely not without doubts it does seem compelling that Pyne was born in London in 1772. His father was John Pyne (1727-93) of 9 Exeter Court, St Clement Danes, leather seller and Mary Craze (1736-1819) his wife. He had a famous older brother, William Henry Pyne (1770-1843) a noted English painter, illustrator and writer who also wrote under the name of Ephraim Hardcastle. He first exhibited at the Royal Academy in 1790 and he was one of the founders of the Royal Watercolour Society in 1804. His book, the Costume of Great Britain (1803) included 60 paintings of men and women from everyday life. W. H. Pyne wrote the text for The Microcosm of London and The History of the Royal Residences (1816-19). Pyne had a son, George Pyne (1800-84) who was a noted painter, especially watercolour artist and a noted architectural draftsman. His father-in-law, John Varley (1778-1842) was himself a watercolour painter and was a close friend of William Blake (1757-1827). Henry Pyne was apprenticed to William Sharp (1749-1824) of the Painters’ Livery Company on 4 August 1784.3 His older brother William was apprenticed to the same painter in 1785. William Sharp was an English engraver and artist who developed a highly original style of engraving.
This sounds a good lead, but the children of John Pyne and Mary Craze are in turn well documented and in a biography of William Henry Pyne - there is no mention of the Henry Pyne we're looking at here. Bit of a mystery....