Hi Karen 
Yes, I'd had a quick look around for the parents too and couldn't see anything that looked promising.   

For Lilly and James' (1897) wedding - have you got the copy of the certificate ... or the "printout" ??
The printout will have (should have) names of the witnesses to the marriage.     *   Can you tell me who they were ?
Just a bit of "shot in the dark" .... but you never know (I've had great results with my own searches at times,  by following up on witnesses).
*    Also, where did they marry ?   (Was it a private residence ?   If so, address could be helpful).
Lu