They really seem to be hiding well in the 1911 and 1921.

I am just posting a few electoral lists that might be them, as addresses always help in newspaper searches:
1933, 1934, 1935, 1936, 1937 Surrey Electoral Registers
Surrey, Eastern (Parish of Warlingham) address:
24 DownswayTerry, Arthur
Terry, Alice
Terry, Arthur (Junr.)
1938 Surrey Electoral Registers
Surrey, Eastern (Parish of Caterham) address 203 Croydon Road
Terry, Arthur
Terry, Alice
Terry, Arthur (junr.)
Terry, Ronald Albert
In the 1939, Arthur Sr is listed as a widow, and as Alice is on the 1938 electoral, this is the only death that seems to fit:
Deaths Dec 1938
TERRY Alice 59 Surrey Mid E. 2a 253
The following doesn't help, but more for family history interest:
There are several news articles in the 40's for a Ronald A W Terry being on the wrong side of the law, so if he had a name for being a troublemaker before that, it might explain the attached article.
The attached is referring to a prior news item, (Croydon Times 02 January 1937) where Sidney Charles Terry, age 20, of
Downsway, Whyteleafe got hit on the head by a night watchman, while he was stealing wire and tools.