Have now found the birth of another child in Liverpool and, to me, is further evidence that 'your' Mary McEwen did indeed marry James Willis in 1866 Liverpool.
Henrietta Willis, mmn McEwen, birth reg'd Mar.qtr.1875 Liverpool - sadly died June qtr.1875.
However, have just found her baptism at Everton, Christ Church as:
Henrietta McNichol Willis bp.20/1/1875, dau. of James Willis (fireman) and wife Mary. Residence at 107 Athol Street.
Surely the baptism of baby Henrietta would seem to confirm things.
So, certainly looks as if Mary's married name was Willis up until 1875 when daughter Henrietta born. Can't find on census after then.
Annette