Hi Victor,
Thanks very much for checking. Interesting that he's not listed at all. I guess, it's back to Lincs for me then, and double-check the baptisms there. Caistor, Lincs, is where this John ended up at around 1797 - which still doesn't explain the move of his parents from Tetney, Lincs to Coates, Gloucestershire. I guess, I should double-check into Stow, Lincs...
There is a wee hamlet, Coates-by-Stow, just outside Stow... I wonder if the parish priest/ curator got carried away when he wrote down Gloucestershire in the baptism record of John's son, also called John.