Hello again,
The marriage at St Asaph in the September quarter of 1870 is Volume 11b Page 475.
When I looked at this, I have to say that for a while I did wonder whether the mother of Sarah Ann Davies was Mary A, daughter aged 23, who was with her mother, Maria Ellis in the 1881. Her surname has not been shown on this. I think you should bear in mind that possibility. It may be significant that these three are together on the 1891 as well. Was Sarah illegitimate as suggested by the mother's name of Ellis on the POW papers?
Also, the fact that he has given his father's name as James Davies does not necessarily mean that he was married to his mother. I have this myself with a gt gt grandfather. His mother was Sarah Kerridge, he was illegitimate, on his marriage certificate, father's name given as George Baxter. His name was Henry Kerridge, so he took his mother's name.
On the evidence available, I would tend to think that Sarah's mother was Mary A Ellis. You would need to get her birth certificate to be certain and there are a number of that name and year. Could prove costly!
You say that there is no record of baptism for your Dad. Do you mean baptism, or registration of his birth? The baptism could be elusive as there were so many non conformist chapels in that area. Very few of these have put their records in the public domain. I have encountered this problem myself. Another factor could be his illegitimacy, may be he was not baptised.
Best wishes,
Jo