This is the link I found that suggested the name change: http://www.genesreunited.co.uk/boards.page/board/trying_to_f...
I was told that my family name had been changed in the past. So assumed the above was probably correct.
The information about Henry and Ellen seems correct.
I also found a thread the Henry's father was Jabob Daw, born in Copenhagen in 1820. But again nothing further to go on.
Sorry my research is rather limited. But I really want to understand the Danish side of my family. We have no papers at all sadly.