I do think all you research is on the correct track and the fact that you have that birth record for Janet with Bridget Matthews as her mother confirms that marriage record as being correct! I would have a look for other Matthews in census pre 1861 and for marriages as well.
With regard to 1911 census - that was taken on 2nd April 1911 and then a four month gap followed before the birth of your Grandfather. Perhaps Hans/Henry was going to be at sea for some time and it made more economical sense for the family to move in together so they could support Janet.
Have you tried tracing any of William's siblings? Maybe you might be able to get in contact with someone who may know more - perhaps in Denmark?! I guess that more recent info would probably be more valuable to you.
Hope it goes well