Genie,
I found the burial recorded of a Robert Oswald, aged 46, on March 31, 1841, at Monkwearmouth. His address was Pit Houses, and as an Elizabeth Oswald, aged 40, was living at Monkwearmouth Colliery in 1841 with three of the children you mentioned, this looks like your Robert. If so, you are looking for a birth date of around 1794/1795, so Nanny Jan's Gateshead baptism is a possibility.
Kath