Oh, my gosh, everyone. Thank you so much for all your links, help and interest. I'm in awe

!
It's absolutely fascinating and I'm thrilled to find that there might finally be answer to a bit of a family mystery.
I found James Henry Cragg listed in the 1921 census as being an out-of-work theatrical entertainer living with a brother (Alfred), Alfred's wife, Florence and their daughter Lalla who is also listed as being an out-of-work theatrical entertainer. No mention of Matilda (though JHC is listed as still being married). My grandfather, John Craig, we know, was in the British Indian Army from 1920 onwards so was out of the country for this census.
I had spent a lot of time wondering about why GP had changed his name but now it seems that he was known as Cragg from at least the age of 6 and it's not much of a step from there to Craig. He always struck me (although he was very old at the time so maybe not surprising) as a bit straight-laced and not a lot of fun. He was pretty much a career soldier going from WWI service into the Indian Army and then volunteering again (despite being in his 50's by then) for WWII working in logistics.