The only thing I can find re Thurlows of Yorkshire is a christening of a Francis Thurlow, 18 Mar 1821, Kilnwick Yorkshire, s/o John Thurlow & Mary.
Have you looked at the IGI on
www.familysearch.org for marriages of the rest of the family?
1851 census Oxford West, Oxford County, Ontario
THURLOW
James, yeoman, England , 40
Margaret, England ,24
Ann, Canada, 4
Wm, Canada, 3
David, Canada, 2
Robert, Canada, 1
Mary Wales, Ireland, widow, 54
On the same page is :
Francis, yeoman, England, 27
Allice, England, 30
Henry, Canada,
Mary, ", 8
Joh, ", 6
Robt, " ,5
Elizabeth, ", 3
Hannah, ", 1
1861 census Oxford Ontario
THURLOW
James, England, farmer,47
Margaret, Ireland, 33
Mary Wales, Ireland,66
Ann, Canada West, 13
William, CW,12
David, CW,11
Robert, CW, 9
Mary, CW,7
James, CW, 5
Ellen, CW, 3
Elizabeth, CW, 2
I think Mary Wales may possibly be Margaret's mother.
Francis Thurlow is still alive and on 1891 census in Nissouri East. He is a widower, 73, b England, living with George, 33, Agnes 31, Elizabeth 13 and Ellen Peral 7.
Having a problem locating James after 1861 census [which you likely are as well].
I cannot find anything else on James. I checked the 1881 census
www.familysearch.org in US, England and Canada but no sign of them. They couldn't possibly have all died at once.
I checked the 1871 census as well.
Looked for marriages of the children. No luck.
Checked for deaths of any of them. No Luck.