Thanks for replying so quickly. Could you tell me your grandmother's parent names? I had a look on the 1881 English Census & found a Henry Dellaway in Surrey, who I am fairly sure is the brother of my ggg grandfather John. On the IGI I found Henry, James & John Dellaway, all with the same parents names of John & Jane and all christened at St John the Baptist, Croydon, Surrey.
I would be really interested to work out where our connection is.