From the IGI:
Peggy Davies christened 5 June 1791 Great Neston, Cheshire, father Thomas Davies, mother Rachel Davies.
Also Nanny Davies c. 28 Sep 1794
Nanny Davies married Thomas Jelley 26 Sep 1830 St Martin, Liverpool
In the 1851 census, Ann Jelly is living with her sister & brother-in-law (John Benet Smith & Margaret Smith) in Higher Bebington village. Both Ann 59 & Margaret 56 are born in Neston.