Dear John Gosling
You have probably seen this:
http://www.arthurlloyd.co.uk/MiddlesbroughTheatres.htm#royalIt gives a lot of info about the theatre but no earlier than 1866. Coincidentally, while searching around for a writing block today, I found one with a pencilled copy I'd made of a letter to The Era by JCH (The Era, 9th June 1883) appealing for financial help after two theatres were burned ("one wood building and one portable theatre, including two waggons, the cost of which was £53"). He goes on to say that losses of wardrobe, scenery, etc totalled around £400. He gives his address as Pearson's Buildings, Walker Road, Newcastle upon Tyne, and the letter's dated 5th June 1883.
My great-great grandfather, Harry Horatio Deville, who had grown up in his own family theatre company, left my great-great grandmother for JCH's daughter Lilian. They had 3 or 4 children, he took the additional surname of Dawson and then after some years, he did a disappearing act and I haven't been able to track him down. To tell you the truth, I kind of lost interest in him for his erratic behaviour (he had been arrested in the later 1890s for drunkenness, threatening behaviour, and general craziness). If you ever come across him during your JCH research (he was born in 1851 as Harry Horatio Clifton - Deville was a name adopted by his grandfather) let me know.
The Era's a good place to search, but it takes determination. Good luck.