Hello and thank you for your suggestions.
I have been researching this for over 20 years and believe I have covered most avenues. Annie's surname was Hey, in 1891 she was in Horwich living and working at George Clucard's Coffee Shop. Maybe he was Joseph's father !!!! No mention of Joseph. No Joseph Hey anywhere else that is not accounted for in 1901. She did not marry Thomas Roberts. Grandpa did not have a birth certificate, he knew that, my dad knew that, hence the use of the Labour Certificate as his only known Id. That leaves only DNA. I shall have to start saving up !!