Yes - I've seen both (on FindMyPast). Still confusing though. In 1871 she is supposed to be unmarried and 49 years old; in 1881 a widow (!) and 57 years old.
If it IS Lucy's sister, then the woman buried in 1885 was 65 years old. And the Mary Gadsby attributed to Lucy's parents was baptised in 1815.
We do know exactly where the grave is in Cottingham churchyard - it is in the same row, three spaces away from where my grandfather's 6 year old half brother who was murdered in 1875 is buried. Unfortunately my local researcher, who visited yesterday, says that section is heavily overgrown with weeds and brambles up to waist high in places so impossible to see if there is a headstone.
I have sent for a pdf from the GRO so will report back when it arrives.
Cheers Alan