The Stephens that I've got in Lasswade, Scotland on the 1881 don't tie in with any of the details here except son William:
691 Ed 9 Page 18 - Lasswade, Midlothian
William Stephens, hd, 24, coal miner, b. England
Jane, wife, 24, b. Lasswade
Nicholae, 2, b. Lasswade
Alexander L, 4 mths, b. Lasswade
Gadget
No deaths for Nicholas 1871-1881 in the North Wales BMDs