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Greyghost I'm ordering their death certificates and Nancy's marriage cert when I get paid in 2weeks time

Come back to this thread Jamie when you have them (don't start another) and we'll see if there is anything more to help, but in the meantimes when and where did they die, even that may yield a clue.

I've had a reply (that was quick) from Scotland's People about the birth certificate. They sent me the correct certificate, but in a format that I can't open unfortunately.
The attachment arrived as - Saveimage (4). jfif. Have asked if they can send in any other format, but no reply as yet and their online link hasn't been updated. Will keep trying so don't waste credits on that.

In 1921, Andrew Ferrol born 1881 in Dumfries, is MARRIED

The assumption will have to be that Elizabeth took up with Stirling and started having children with him, having left behind her Ferrol offspring.

As well as Nancy's birth being shown with surname Stirling, and mmn Gunton, in New Cumnock, it's also listed as Nancy Ferrol, with Stirling as a middle name, with no mmn shown, a different reference number, and in Linlithgow:

FERROL
NANCY STIRLING
F
1921
668 / 79
Linlithgow

Greyghost elizabeth stirling died 1958 whitchurch bristol and william in 1960 whitchurch bristol, if I remember correctly they both died in 4 St nicholas road at home

I've used credits to look at Nancy's birth cert (the Linlithgow one).

Nancy Stirling Gunton or Ferrol, born at 12.30am, on 27 April 1921, at 24 Low Port, Linlithgow.

Father not named - which is interesting, possibly supporting my thought that Elizabeth didn't know who the child's father was. Certainly Andrew Ferrol wasn't.

Mother: "Elizabeth Gunton or Ferrol, millworker, wife of Andrew Ferrol, carter, to whom she was married on 15/2/1902 at Hexham, England."

Informant: Elizabeth G Ferrol, mother.

Registered at Linlithgow on 1 May 1921.

There's a note in the left-hand margin - or two notes, as they're in different handwriting:

RCE 39/1981/WL
RCE 46/1981/WL

RCE is Register of Corrected Entries.

As the other registration, in New Cumnock (60-plus miles away from Linlithgow) gives Nancy's surname as Stirling, I expect it 's a re-registration, naming William as her father.

" If you order an official copy of a statutory birth or death record with an RCE it will be supplied with any corrections or insertions applied. Digital images of statutory birth records and RCEs that you can view on this website are as the original register pages."
https://www.scotlandspeople.gov.uk/help-and-support/guides/registering-illegitimate-births

Haven't forgotten about the other certificate, will chase on Monday.