Lyle was born in Lancashire, sometime before 1892.
I uploaded a picture I have, as my avatar, obtained I forget or know not where, of Lyle Marr in some wild-west type of show, probably Texas Jack's. She is second from the left.
I think that Lyle and Thelma returned sometime around 1930, give or take a few years, very vague, because they were living in Johannesburg and Durban in the 1930s.
[Added on edit] I found this caption for the picture: Texas Jack, his common-law wife, (Lil or) Lyle Marr, Clarence Cook and Will Rodgers. "... Dr Jack Boswell, son of the eldest of the four Boswell brothers who founded Boswell's Circus and whose uncle, Walter, married Jack's widow. During the long tedious journey of the circus train from dorp to dorp (before he was sent to King Edward's School in Johannesburg ), she would reminisce to the bored boy about Jack and Rogers." ZA Sunday Times