I'll have to look into that. The first (and perhaps only legitimate) wife, Maria in Scotland, went to the grave as Mrs Grzybowski, widow of the surgeon Adam Grzybowski. I think the Jane Grzybowski who appears on the 1861 English Census is Adam and Harriet's second child, who also appears in other documents as Sophia Jane. She is 9 and a "visitor" at the house of a family named Taile or something (the transcription suggests Suh but I don't think that is right). There is an old carpenter and his wife, their adult children (a dressmaker and engineer), and Jane Grzybowski the visitor, who it says was born in New York about 1852.
When Harriet Chance married John Lee in 1871 she gave her name as Harriet Sarah Grzybowski, so was presumably passing herself off as a widow. I don't know if there would have been a lot of questions asked about a first husband dying in the US. And if there were questions, it might not seem unreasonable that she did not have his death certificate, given the sophistication of communications at the time. After all, Adam presumably declared himself a bachelor to marry Harriet in 1848, despite having a wife and three children in Edinburgh.