Hi LorrW
From what I can find about your grandmother Frances Ellen Yates, it is very possible she had a dau Ellen I Yates birth reg June Q 1914 Hull and died Jun 1973 Withernsea, East Yorkshire. Ellen Yates married Thomas Marris Dec Q 1939 @ Hull. Thomas Marris born c1911 Hull and died Jun 1985 Withernsea. Children: 4 daughters birth registered Holderness and because they look like they are still living I cannot put their names on here, but you can find these on:
http://www.freebmd.org.uk/cgi/search.pl this site is word sensitive and will only find the exact names you input, but if you click births, then surname Marris, mothers surname Yates and date range 1939-1973 don't do counties etc., this will bring up 3 of the 4 daughters names, I have tried various combinations to find the other child, maybe this child was illigitimate or born elsewhere.
Frances Ellen Yates sailed 17 Sep 1914 but there is no one else listed as family travelling with her, maybe talk of the "sister" was in fact her dau Ellen which looks likely she was left in England

It could be that the family disowned Frances for her "misdemeanor" and was told to leave. Do you know for certain that another sister joined Frances in Australia

Robert William Yates birth reg April Q 1856 Sculcoates possible death reg Mar 1928 aged 72 years Sculcoates
Harriet Carmichael birth reg Dec Q 1861 Sculcoates possible death reg Mar 1933 aged 71 Sculcoates
Children:
Harriet Jane birth reg Mar 1886 Sculcoates married Dec 1908 Sculcoates Alfred Jackson
James William birth reg Mar 1888 Sculcoates & death reg Dec 1895 Hull 7 years
Annie Elizabeth birth reg Sep 1890 Sculcoates
Frances Ellen birth reg Dec 1892 Sculcoates
1911 1911 census information removed. Only the Original Poster may post details from the 1911 census, others may give information from the free index only, not the images.It is very possible Frances's dau Ellen was either left in the care of this Home or with her family, but it looks likely Frances was in this Home for some particular reason, all the girls listed with her are aged 15 - 27 years of age, could it have been a home for orphanced/wayward/unmarried mothers and the children are then removed to another Children's Home and the mothers found work to make them respectable again

If the latter is the case then was there another child born to Frances Ellen Yates too

Maybe some other rootschat member can shed some light upon this Convent and the boarders that resided there, especially given the ages above
http://www.ourladyofmercy.org.uk/whatwedo/dsp-default.cfm?loadref=153 this dosen't give much information at all c1911
bendywendy