There's some great new info here !!

It's great that someone else could look over something I have and spot something I have missed.
Veronica and Monica (my Grandmother) were the daughters of Honora Gannon and Alfred Kelshaw (died in 1898). James Delaney was living as a lodger with Honora in 1901. Genevieve was born in 1902 to Honora Kelshaw and James Delaney, who married in 1906. GRO confirmed there is only one birth certificate which I have.
From this point the names become very confusing - James Delaney was shown in later records as James Delaney Willis (hence the Billy Willis stage name and the references to Willis Sisters). He was born in Manchester, according to his Marriage Certificate and Census, (
Father George) but I can find no record - I suspect his Father came from Ireland. At the marriage of Mary Monica in 1927 he was shown as James Delaney Willis
(as a witness together with another Music Hall artist Marguerite Docker).
Even Arthur Delaney (in King Twist) was confused by the names - he stated the sisters real name was Willis, which of course it wasn't. Arthur actually became one of Lancashire's most famous artists in later life.
The Mary Monica postem is incorrect - she married my Grandfather John Louis Hudson but they never divorced.

I have the book King Twist - I managed to piece together a lot of fragmented info I had by reading the book. I am also in touch with someone who actually appeared on stage with FR and is researching him.
Fascinating to hear that Jack Greaves appears to have had a liaison with both sisters - I met them all when I was a young lad.

It is the Jack Greaves connection I am trying to follow as I am trying to trace his daughter, June. who I am sure can contribute a lot to this research.
I overlooked the HARRY FRIEND name - I must admit to believing this was yet another stage name! Great to see that it has produced another possible five childrens names!

My apologies if you have taken time researching some info I already have; I didn't want to put too much detail in my orginal post. It's extraordinary that the huge amount of research I have undertaken can be summarised in a few paragraphs. It is therefore particularly pleasing to know there are people, such as yourself, who are able to take a detached, professional look and be able to help a novice move forward.
Many, many thanks.