Hello,
Nice to make your acquaintance. I've seen all the information about the baptisms of the children online and the alias they used and I'm no closer to working anything out either.
I would have thought that a marriage for Victoria in 1842 would have been recorded in a church register at least, possibly kept in NSW, but it seems nothing has turned up so far?
When Maria Davis married William Doherty in 1867 she gave her birthplace as Belfast (Port Fairy). Quite a distance from Indented Head.
Given there is no clear arrival in Australia for Henry, I was exploring the possibility of him being a convict. I've got nothing I can substantiate though.
I think Catherine was a little easier to work out, although I've found nothing in Cavan. I'm not convinced that Henry's parents are James and Charlotte nee Coles as so many other public records have (i.e. Ancestry trees). There are several potential candidates for Henry Davis in London baptism records. I'm not sure if I should be looking for Henry Morgan as well.
I'm in SA so I can't get to any primary sources in VIC but I'm keen to resolve this mystery also.