Hazel
You mention Caponhall, East Lothian, and that you have the husband's death certificate at Caponhall. But you don't mention which town in East Lothian.
For instance, Haddington had Caponflat House, which was to the north of the town. Meanwhile, Tranent has an area known as Caponhall. If you Google Caponflat in Haddington you get at least one mention in a marriage certificate of Caponflat Lodge in 1885 (I think - I've closed the page down).
I would suggest looking your people up on the census returns to identify the addresses they are listed at. If the addresses come up as Caponhall or Caponflat, you could see who else is registered there (eg lodgers or patients or whatever). Also, the census returns could help identify the location by seeing what else is registered round about, eg whether Caponhall might be the same as Caponflat in Haddington. Before census returns were put on-line, I used to search through the microfilms, and that was good because you could follow streets and locations.
Hope that might be some help. Good luck!
David