Thanks Jackie I have that certificate, That Hannah Massey was born in Dudley as was Thomas and it shows both parents deceased, but we know that Thoma's father was alive and well, died 1920's.
There is another marriage at Cheadle in 1873 with another Hannah Massey but the groom is not Thomas Dolphin :-) Another 3 quid down the drain!
Thomas's brother William and his Uncle John both joined the 12th Royal Lancers, I am wondering if he went the same way hence his disappearance and the marriage could have been anywhere where the regiment was based .... The regiment archives are at the Derby Museum. If all else fails may look in that direction as a last option.