I decided to have another look.
You mentioned that you have four DNA matches who are all descended from a Henry Dennis (b.1718 in Measham. I have followed that through, which I am sure you will have done.
Measham is a large village in the county of Leicestershire, close to its borders with Derbyshire, Staffordshire and Warwickshire. It lies off the A42, 4.5 miles south of Ashby de la Zouch, within the National Forest. Historically in Derbyshire, it lay in an enclave absorbed into Leicestershire in 1897. When you key in Measham on Ancestry both counties appear separately.
However when you view the Derbyshire marriages from 1754 the parish of Measham is not listed. Measham is about 5 miles from Hartshorne.
Henry Dennis baptised 14/12/1718 Measham Derbyshire, parents John Dennis & Dorothy
Married Sarah Burn 13 Mar 1742 Stapenhill. Died 1813 Measham Derbyshire (Anc tree)
As far as I can tell below is the only one of Henry’s sons that may lead to Mary.
Birth of Son Henry Dennis (1751–1817)
6 Nov 1751 • Measham, Derbyshire, England
Henry Dennis of Measham, married Anne Parker 5/04/1772 Stapenhill St Peter, Derbyshire
John Dennis (1780–1832)
John Dennis may have married Mary Wood 7 Jun 1804 Measham
Children baptised Hartshorne, father noted as Weaver, unless stated.
John 1813 Measham. May be on 1871 census in Ashby de la Zouch
Ann 17/09/1815, no trace
Mary Ann Dennis 13/07/1817.
William 13/02/1820, married 2 Mar 1840, Alice Wetton, both Screw Makers, grooms father John a Labourer. James Dennis a witness.
James 30 Mar 1823 but father noted as Labourer, married 12 Sep 1842, Emma Morris, both Screw Makers, grooms father John a Weaver.
John Dennis burial age 40 1784 18 Jun 1824 Hartshorne
So I am back to Mary Ann again. One tree on Ancestry has her married to Benjamin Bradley but no parents for Mary. One other tree seems to have reached different conclusion, they have her father as John 1785, his father John 1755, his father John 1726.
So maybe they are both wrong. The above seems to be one family that moved from Measham to Hartshorne
1841 census Hartshorne, Derbyshire
Mary Dennis 45
James Dennis 15
Mary Ann Dennis 20
John Dennis 2 months – Not born in County. Maybe the answer?
DENNIS, JOHN no mmn -
GRO Reference: 1841 M Quarter in ASHBY-DE-LA-ZOUCH UNION Volume 15 Page 5
Colin