Hmmm ... been having a think about this ...
When John Jr came out to Australia in 1840 ... the ship's purser or someone in authority had to fill out forms ... and on John's form, they noted that he was the son of "Jno Delves & May (or Mary), his wife", ... but whereas other passengers had notations to the effect that one or another parent was deceased ... John's form seems to indicate both his parents were still alive (which puts paid to the death I found in 1827). It doesn't seem to me, from this, that his father had remarried, either; - although my logic may be warped by now.
Any thoughts on this idea would be appreciated (erm ... the dead or alive, married or remarried thing, - not whether my logic's gone haywire!)
And did you notice that the 1841 Census entry for Henry had him as 25, and Elizabeth his wife as 40? With an 8-year-old son! Was Elizabeth a cradle-snatcher?

Yes, it's possible the lad was Elizabeth's son from an earlier marriage - but then, would there have been a different notation for his surname?
**Edit - added: - The John Delves who was in the workhouse in 1841 seems to have had a 70-year-old brother William with him. **