Hi,
Do you know if the NSW 1891 m.c. for Jesse and Ellen gives the names of their parents? It is possible that it may have blanks on the NSW BDM record that Alison lists, but there's always the option to gain access to the local parish register to obtain those details. Perhaps that document will help towards explaining the surname change.
Jesse's marriage in NSW: 4301/1891 HARFORD JESSE GORDON ELLEN B GUNDAGAI (Alison)
If you have the NSW BDM details of their m.c. and it has blanks particularly for the names of the parents of the bride and groom, the occupations of their fathers, the ages/occupations of the bride and groom, don't be too concerned, because the clergy conducting that marriage was definitely required to obtain and record those details, and with a little bit of work, they should be findable.
Cheers, JM