I had a similar issue. I couldn't find a birth for my great grandmother's niece Irene Bunting.
But my family let me know that my great grandmothers sister, Mrs Wood, had a baby and then got ill, so her other sister Mrs Bunting and her husband looked after the baby for her whilst she was ill. When the birth mum Mrs Wood got better, her sister was too attached to her and both agreed to let Mrs Bunting adopt the baby.
And so I had assumed the child was Irene Bunting, as I didn't know she was actually born to her sister. I was looking for a birth of an Irene Bunting, when in fact she was born and registered as Irene Wood.
It may be wise to check births for a Frederick John // using the gro index, using Walker Henry or Jessie Ogilvy's siblings surnames/married names.
Worth a try to find some results.
Hope this helps.