Hi
I am related to these people but i don't know if i have any better idea of what they were doing than you do

Arthur Fearn was my 2nd great grand uncle.
But I would say that almost certainly they were lying.
It would appear to me that both Annie Ault and Arthur Fearn left their original partners and children (for whatever reasons) and set up together - lived together as man and wife - had more children and finally married once both of the original partners were dead.
They appear to have had a terrible time with children dying so no wonder the relationships did not survive.
I think the issue seems to have become a little more confused by articles from the Derby Mercury that may not apply to that particular Arthur Fearn.
I will try to take a proper look at it and sort it out if I can