Hello diddy,
I know the area pretty well (I was born in Clifton, Nottm, though we moved more to the centre when I was a baby)....but, you know, I had a friend who studied at Sutton Bonnington, others in Ruddington etc etc. So, hello to you all ! (My mother's family were also in the Vale of Belvoir)
I really just want to know what direction people think would be the best to set off in first....maybe more experienced people have a better instinct

? I can see if I can pay someone to look in the relevant archives....I don't want to cause anyone work. There's still the John & Anne Hudson in Cossington....she's still in Cossington on the census, but it just says she was born in ""Leicestershire"....so always the chance she was born in Shepshed & they had a child baptised there. But she could be Ann Anybody.
So we've got a John & Ann in Cossington & a John & Ann in Kingston (though we know this Ann was from Sutton Bonnington) & we've got a John & Mary in Shepshed & a James & Ann in Shepshed (they had a William baptised in 1801 & another in 1813....so not likely to be them). My gut instinct tells me it's something to do with John & Mary in Shepshed....got the death of a Mary Hudson in Plumtree, Notts in 1801....but William (son of John & Ann ) was baptised in 1800. Is the best thing to look at the baptism of Mary/death of Ann (if I can find it) to see if there are any clues that link them together ?