Dear Spidermonkey, bbart, osprey and MabelB,
Thanks so much for all your input - my head is reeling

trying to put it all into a coherent line

Henry James Day's Spanish episode is still a grey area; I think the theory that HJD may have been away from his family is highly possible. After being born in the workhouse 1862 he was sent to Mill St School Caerleon for foundlings etc. They keep a log of former attendees (at Ebbw Vale archives). In it one of his former teachers has recorded, "that Henry was in the ‘Salvation Army (see him a lot)’; ‘1 Apr 1890 going to Valencia to superintend Patent Fuel works’ and ‘shop in Newport’, obviously referring to his fishmongering business.
His family must have been with him for some time in Spain bec his daughter Beatrice could recite a Spanish childrens' verse till the day she died and the shipwreck story was too realistic to be disbelieved.
Any further thoughts gratefully received. Thanks to all again. Peter