My best guess at the moment is this. When the family got the removal order from Denford in 1818, they went back through Wellingborough on the way. Here Elizabeth would have still had grandparents (Susannah's parents as she was from Wellingborough) and then she married, with Mary as a witness. She is there until 1866 when she dies. Mary kept going to Eaton Socon where she married and died.
Thomas either decided to stay in Wellingborough too, or returned there after going to Eaton Socon, as he was involved in the offence there in 1822 (which resulted in 3 people being hung). He did get his sentence changed to transportation (have this information on Ancestry on my tree) for 14 years I think it was. There is also an article I found on the trial from a paper there which lists all the details about what happened. I think they took pity on the 2 youngest offerders, but the older ones were not so lucky.
I guess the next thing is wether the parents stayed in Eaton Socon, or did they return to Northamptonshire? All the children seemed t be accounted for now, but still no elusive parents!!
I am glad it seems just as confusing and frusterating to you. I have been search for Thomas's parents for 3 years now, and the name changes drive you crazy. I think there are about 5 different versions of Bales once he gets to OZ!!
Have since found a Thomas ball died Eaton Socon 1833 and then a Susannah Ball widow marrying a John Shepherd, widow in Eaton Socon in 1836. looks like this could be it.