Do you have the UNDERWOOD/BROWN marriage cert? Where does Rosa Jnr. say she was born? Do her named parents match those given when she died? Death certs can be very unreliable. Being underage she would have needed permission to marry, is it noted who gave that permission? Who were the witnesses?
In my opinion the "Edward BROWN" named as her father was actually Edward RHEESE. The informant at the time of her death may have only known of Edward and even Rosa herself may not have known who her natural father was.
Does Rosa Snr's death cert record her maiden surname as MORRIS? That may not be correct either.
There was a jockey named William RHEESE who died in 1899 from injuries received in a race at Randwick. I do not have access to the inquest details on Ancestry but he was aged 33 and his parents' names on the NSW death registration are given as Edward H. and Rosa so that might be worth further investigation.
Debra