Hi, I've done a bit of looking at records. Whilst I don't have a definitive answer for you, there are a few things worth thinking about.
Firstly, I wouldn't be at all surprised if Wallace Percy turned out to be born in Ireland and his parents put down Leeds on the census, I've seen that done before. On the other hand, if he was born in Leeds and the family was Catholic, it's probably not unheard of that they might not have completed the civil birth registration. I haven't managed to track one down.
But I wondered if you'd considered that 'Etty and Frank' might be short for Elizabeth and Francis. There are an Elizabeth and Francis Kennedy named together in the Quarter Sessions in Leeds in 1879. I haven't managed to make sense of the entry, but if they had committed a crime and were institutionalised, it might explain why they are hard to find on an 1881 census together in Leeds. I haven't yet been able to find an obvious death for a Frank or Francis either, in the Catholic cemetery or elsewhere. If it were possible that might be helpful. And of course Etty might have called her son Frank in tribute to his father, explaining the name change.
My experience of researching Irish families in Leeds is that it is often difficult to find online records despite the generally good coverage in that era. If I think of anything else I will let you know.
