Hi,
I have checked tha baptisms for Devizes, St Mary's for Gundry with no result
In the records for Devizes, Southbroom, St James, there were the following records of interest to you with the Gundry surname.
Gundry baptism dates
Mary Hinckley 3 April 1808 daughter of Peter and Mary
Peter 10 July 1808 son of Peter and Mary, born 6 March 1807
Samuel 18 Jun 1809 son of Peter and Mary, born May 27
Sarah 27 Jan 1811 daughter of Peter and Mary
Richard 6 Sept 1812 son of Peter and Mary
William Richardson 24 July 1814 son of Peter and Mary, grocer
John Sawyer 26 May 1816 son of Peter and Mary, grocer
Mary Ann 8 Mar 1818 daughter of Peter and Mary, grocer
George 11 Aug 1820 son of Peter and Mary, grocer
Jane 25 May 1823 daughter of Peter and Mary, grocer
For the Harrison name there were many entries in the St Mary's register, but no Lucy
In the Southbroom St James, Devizes baptisms there were only these entries
Harrison Baptisms
Jane 22 Mar 1813 daughter of James and Jane, stone mason
John 28 May 1815 son of James and Sarah, stone mason
Lucy 14 Feb 1819 daughter of James and Sarah, stone mason
Hope this helps in some way
Sue