Free bmd does not show any female Coldham born in Downham in 1866, nor any Sarah L or Louisa S.
So, possibly she moved there when young.
Who are the witnesses on the marriage certificate?
If her parents married after her birth, and she was born in Norfolk we have
Births March quarter 1866 Louisa S Franey - Blofield
Births September quarter 1866 Louisa S Money - Erpingham
Births April quarter 1866 Sarah L Clarke - Henstead, Norfolk
Birth April quarter 1866 Sarah L Gage - Docking, Norfolk
Birth January quarter 1866 Sarah L Hardy - Erpingham, Norfolk
Births April quarter 1866 Sarah L Leggatt - Erpingham, Norfolk
Births July quarter 1866 Sarah L Thaxton - Norwich, Norfolk
Are you saying that she does not show with her father Thomas in 1871 census - or do you think he has already died?
Could you give a place and birth date for the Thomas who you believe is her Father?
Thank-you
PS.
I showed girls born in 1866 (so included first quarter of 1867) - have you just taken this birth year from the censuses, or is it definitely 1866?
Added:
Thomas Coldham, born about 1844, Stradsett Norfolk, married to Susannah?