Thank you for searching, at least that gives me confidence that I haven't missed anything obvious. Doesn't help find them tho' <grin>.
Thomas William came from Isleworth, I wonder whether they might have gone back there? But even so, they should show up in the C1911 I would have thought. I find it hard to imagine a reason for a complete vanishing act.
That's why the 1939 register was helpful, the first evidence that JHT at least was still around.
Looking for Ellen Jane in the 1939 is a bit of a challenge, it's reasonable to expect she would have married (but where's the marriage record?), or died (ditto death record), or retained her own name. There are 42 Ellens with the right birthday (09 04 1897) in the 1939 register, I'm not inclined to pay to unlock all of them!
I wonder whether we might be able to find Olive at school before she was evacuated (if that's what she was).