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Sedgley records are now kept at Dudley Archives (now next to Black Country Living Museum), after the parish moved to Worcester diocese in 1993. (I've tried to get Genuki amended.) Most of them have to be read on microfilm, if available; copies also at Wolverhampton Archives and elsewhere. But there's a lot of nonconformity in the area (including Catholicism, and Quakers and Baptists who don't do infant baptism but record births in other ways), and for around 1780-1820, many baptisms that 'should' be there, aren't found anywhere. The population increased exponentially, especially in the Coseley area, a good distance from the parish church. There was also a tax on baptisms, therefore some families went out of their parish to one where the priest refused to be a tax-collector. Others didn't bother at all, apparently. Nightmare. NB the Sedgley incumbent 1779-1813, John Best, was 'perpetual curate' of St Leonard's, Bilston, which in turn was a chapelry of Wolverhampton collegiate church. I think he employed a curate at Sedgley.
PS Brian - if you're after Swindells, does that include Thomas Greenall Swindell, vicar of Sedgley 1888-1929?