I haven't seen anything else about Ambrose Baptist Delane/Dolan.
On the assumption that the Joseph Baptiste, musician, who married a Margaret Cundle some time before 1847/8 is the same as the John Baptist Delain, musician, who married Margaret Cundle in 1842 (and I have found a Jane d Joseph & Margaret, musician, b 1843 Lambeth which adds to the case), the top of your tree now looks like:
John/Joseph Baptiste/Delain, musician, bc1818 son of Ambrose Baptist Delane, musician (c1782-1832).
I can't believe this family isn't connected:
1837 Charlotte and Elizabeth baptised, daughters of John and Charlotte Baptiste Delane, musician of Pleasant Row, Newington
1842 Joseph John Baptist Delane baptised, son of John and Charlotte Delane, showman of Thurlow Place, Newington
1841 Newington HO107/1064/4
John Baptist, 45, hawker, N
Charlotte B, 35, Y
Rose B, 18, Y
Charlotte B, 11, Y
Elizabeth B, 8, Y
Rebecca B, 6, Y
Sarah B, 2, Y
1852 marriage Waterloo
Thomas Poniah Watkins, musician, son of Poniah Watkins, musician
Elizabeth Washbrook Baptiste Delaine, minor, dau of John Baptist Delaine, musician.
They were living in Waterloo Road (see post about Ambrose's death above).
I also came across this chap:
Buried 1831
Lewis Baptist deLane, aged 58, of Justin St, Lambeth
I will look for the above family in later censuses to find a clue as to where they came from, but my guess remains France with John, Lewis, Baptist really Jean , Louis, Baptiste, etc
Richard
Added later: I suspect they are the Baptist family living in Lambeth in 1861 (RG9/342: John, 60; Shorbet, 58; Rosina, 30; Charlotte, 28; Betsey, 27; Rebecca, 25; Joseph, 21; S(a)r(ah), 20?) with some of the daughters married but retaining their surname. If so, all births are 'London' and he has become a bootmaker, so it doesn't help much.