Do you have access to the English birth, marriage, death records on Ancestry? This might be a red herring but I think I'd be looking into it if it was my tree given the coincidence with the distinctive name:
There is an 1864 birth for a Annet Antonio Favard in Southwark (mother Emma, father also Annet, 'stationer/tobaccionist' on this birth cert ... 'foreign language teacher, deceased' on his daughter, Lida's 1886 marriage certificate, Lida was born in Rome)
1891 married Lizzie Mary Horscroft, Hastings, E Sussex (a tree on Ancestry has her emigrating to South Africa)
1893 birth of first son, Annet Antonio Thompson Favard, Tonbridge, Kent (he is on 1901 census with grandparents in Hastings). Father's occupation - commercial traveller ... reason to travel to Edinburgh?
1896 divorce in English courts - wife's petition
http://www.nationalarchives.gov.uk/catalogue/displaycataloguedetails.asp?CATLN=7&CATID=-30771081898 birth of daughter, Annette Patricia M T Favard, Fulham, London
1900 birth of second son, Antonio Thompson Favard, Paddington, London
1901 census, Annet, Annette, Antonio and a 'wife' Lillian in Paddington
1900s - further births with surname 'Favard' recorded in names of Gwendolen A M T Favard, Pamela Enid M T Favard, Eugenie Ida M T Favard, Ruth Dorothea M T Favard but can't access their parents details on my Ancestry subscription ...
If you type surname 'Favard' into Immigration records of
http://www.findmypast.co.uk/welcome.jsp you will see a trip to Valparaiso, Chile in 1908 by this family. I suspect this was just a stopping off point and that the family ended up in South Africa ... lots of other trips to/from here listed.
Might be worth trying to learn some more about genealogical records in South Africa? And trying to get hold of a copy of the English 1896 divorce petition?
I wonder if the 'Anthony T Favard' found by Monica is connected to the two sons named above both named 'Antonio Thompson Favard'?
A tangled web and as I said, maybe a red herring of course ...