« Reply #10 on: Wednesday 27 August 08 21:28 BST (UK) »
I did searches at Ancestry and Find My Past and couldn't find any passenger lists that had Alexis Arthur leaving the UK between 1918 (when he married) and 1920 (when he's on the US census). I couldn't find anyone named Gertrude Arthur who left the UK between 1918 and 1945 that fit the information for your Gertrude Shephard Arthur. I used variations and wildcards in all names to try to get the most possible results.
Canada: Patterson, Brown, Haidenger/Heidinger, Meyer, Johnston(e), Gorsuch, Kitchin/Kitchen
United States: Patterson, Smith, Brown, Vance, Bower(s), Newberry, Best, Love, Gorsuch
England (Northumberland): Brown, Whitfield, Henderson
Scotland (Glasgow, Edinburgh, Fife, East Lothian): Johnston(e), Bell, Galloway, Campbell, Robertson, Williamson, Thomson, Crawford
Germans from Russia: Haidenger/Heidinger, Meyer, Meach, Lorenz