ShaunJ, I think you are onto the right family. If I'm on the right lines then Zenas 1st married Sarah Stephenson sq 1860 in Melton Mowbray and appear together in 1861 census. By 1871 census Zenas is recorded as James aged 40 and occupation Currier. Sarah dies aged 38 in 1876.
Zenas remarries Elizabeth Sheen sq 1878.
Zenas Sheens birth is c 1831 according to census.
Cannot view original image but a transcript on FindMyPast records a baptism/birth of a TENES Sheen male 1828 Birth place Independent,Narborough,Leicester,England Parents Benjamin Hill & Ann Hill.
John