Hi all, an update for you, but first, to answer some questions:
I have no details on Alice except that he was James's sister in 1915/16, when James gave her address as Devons Road, Poplar, London. No house number or anything more precise.
James and his wife Sarah married in Paddington in 1920, which would be in his district/neighbourhood. On the marriage certificate, he was a sorter at the General Post Office. His father, another James Marshall, was deceased. I already know James and Sarah went on to live in East London, and Sarah after being widowed moved to Essex. The mystery is where did James come from - there is no record of him prior to 1911, and also, who is his sister Alice, again no records exists of her anywhere other than James' reference to her in his Army records.
Naturally, been searching myself. We know James (Junior) was born around 1884-7 in Camberwell, London. Making the fair and plausible assumption that his mother/father was local to Camberwell and all brothers/sisters would be registered in the same place and be born within 10 years of each other, I have found the following Marshalls registered in Camberwell around that time:
[1] Alice Daisy Marshall, age 26yo, a maid to a Japanese couple in the 1911 Census, residing in Kensington South.
[2] Alice Marshall as a 6yo in the 1891 census, one of many in the District South Metropolitan District School, Witham, Essex. This suggests Alice (and presumably James) were orphans.
I don't know obviously if it's the same Alice, but the orphanage would certainly explain the lack of parents. I could not find any other relevant Marshalls... could just be the two siblings.
I also found an Alice Marshall 1886 born Camberwell in the 1901 Census residing in Croydon as a 16yo daughter to Charles and Bridget Marshall, I'm taking that as not our girl, but wanted to mention it to rule it out.