wow thank you for going above and beyond the call of duty in answering my question. It sucks that thats all there is.
Its not a shock to hear that Henry was illegitimate. Its a well known family story that he didn't know who his father was. If you look at his 1891 census you will see he is living with his grand mother and who i know know to be his step grand father. They list him as a son, I'm assuming it was a way to save face. At the same time you see Sarah Ann living with her then boyfriend/fiancé James Rowley and their illegitimate son James (apparently Sarah was very friendly). James and Sarah marry a couple years later and James adopts his son and renames him James Horsfield Rowley Jr.
As far as Sarah Ann being illegitimate I'm not so sure. I have an 1871 census in Ashton Under Lyne showing a Sarah Ann being the daughter of a Maria and John Horsfield. Assuming its the same Maria and Sarah Ann it doesn't necessarily conflict with the marriage you found. I will have to research further to either confirm or deny the census. If you wish I can keep you posted.
Once again thank you for all the help. :-)