I'm new to this board so can't help much with the orphan trains, but do have some other suggestions for you. See if you can find William's birth, baptism, or christening in Lancashire. Also look for him and his mother and sister Mary/Mamie (and maybe father) in the 1891 English census. Also look for his immigration record. Shouldn't have been too many William Lees traveling with sister Mary/Mamie but not father. Finally, ask on Ellis Island site or list if names of those who died aboard ships are recorded somewhere. Would they show up on ship's manifest with line through them?

Diane