Happy to help.
I've found a burial record for John-George Stephens. It’s in English:
‘John-George, son of John Stephens was buried on 13TH April 1835, age 3.’ (St Peter Port Town Church Burials, page 253).
Haven't found a burial William Henry Stephens yet, but unlike the baptisms these records aren't indexed so it's harder to find things and easy to miss them! If it turns up I'll let you know.
You may have already seen these bits, but here they are anyway.
On Family Search I also found the original ship's record of their assisted passage on the 'Lady Clarke' (not just the summary index card). Under the Stephens family record for Male children family it also lists "an infant born on board, as yet unnamed". That's quite a journey for Mary-Ann to make as she must have been heavily pregnant when they left England! At least there was a doctor on board to accompany the passengers. This is the link to the record page (John Stephens snr is on the previous page):
https://www.familysearch.org/ark:/61903/3:1:3Q9M-CSKD-JSS7-G?view=indexCaptain Alexander Lawrence was the captain of the ship Lady Clarke in 1841. The ship departed Plymouth on September 4, 1841, with 192 emigrants (some records say 225). There was 1 death on the voyage. It arrived in Port Jackson, Sydney, New South Wales on December 26, 1841. The Stephens family came out as assisted immigrants under the Bounty Immigration Scheme in New South Wales which paid for their passage. Applicants had to provide accurate information about the age, occupation, character, and condition of the people they were bringing to the colony.
Newspaper reports on the ship's arrival:
https://trove.nla.gov.au/newspaper/article/32191836?https://trove.nla.gov.au/newspaper/article/2555369The Sydney Gazette and New South Wales Advertiser Tue 28 Dec 1841:
“Ship News. The Lady Clarke, out from Plymouth 113 days, arrived on Sunday with 192 emigrants, under the superintendence of Dr. Anderson. The ship appears to have been kept in a clean state during the voyage, and every comfort shown to the passengers, who speak in the most
flattering manner of the attention bestowed on them by the captain and doctor. When off the
Cape, the Lady Clarke experienced a severe gale of wind, and on the 30th November, spoke the ship Alexander, with emigrants from London to Port Phillip, in Lat, 33 S., long. 8E.”
Regards
Toby