The 1940 census will not have any further clarification on this issue as Marion Humphrey's parents had already passed.

As to your other questions:

Marion Humphrey was born in California, so Effa and Edward J Humphrey were in California as of 1910.
I found a 1900 census record for Edward and Eva Humphrey in 1900, matching DOBs and marriage date, where they were living in Chicago, IL.

Upon further review of census records, I discovered that earlier records showing Effie Marshall do not match Samuel and Sarah Marshall as her parents. Therefore, according to records with Charles and Effa Rose:

1880 Effie Rose with Charles and Effa Rose in Bay City, MI
1870 Effie Rose with Charles and Effie Rose in Erie, PA

Effie Marshall and Edward J Humphrey married in Muskegon, MI in 1887

Further census records show Charles and Effie Rose in Muskegon, MI in 1900

All indications point to Effie being the child of Charles and Effie Rose. You had mentioned she may have lied about her age to get married. The marriage record showing her DOB as 1868 matches earlier census records. It is the later census records, i.e., 1910 and forward that indicate her DOB is 1872 based on her age.