The first wife, Helen Murray Ross (1888-1936), could be a daughter (birth registered in Hampstead 1888) of Donald Alexander MacBean Ross, manager of the London branch of the Commercial Bank of Scotland, and his wife Elizabeth Wilson née Ness. Is there some way to find out, and perhaps when and where she married Dudley?
Yes, he was married a third time, I'm fairly sure to his brother's widow.
What a pity we don't have a FreeBMD or free GRO indexes for Scotland.But of course it would be out of character for the Scots to give anything away.