This is the timeline and list of evidence that we have so far.
There is a column for documented evidence, links to images of this evidence where they exist (some are from other websites), a column for family hearsay and myths, and one for my questions and comments. As this table builds you will need to scroll down.
Information about Kate Maxwell/Wood/Scott (AH Scott's wife) is against a grey background. Other ‘players’ who may be relevant have a cream background.
As Ellen Cave appears as a ‘sister in law’ on the 1911 census I have added a separate column for her. She was obviously involved with the family but we don’t know exactly how. Maybe the ‘sister in law’ is a complete red herring, but tracing her through the census may bring some clues to light. She is one of few people documented along side AH Scott after all.
The aim is to fill in the missing gaps and answer the questions…

Date

The Ellen Cave connection

We have this Arthur Scott’s birth certificate and it’s interesting:  Birth was at South End, Croydon on 28 April 1857. Boy's name: ARTHUR. Father HENRY CHARLES SCOTT. Mother ELIZA SCOTT formerly BENNETT. Father is a whitesmith (journeyman). The mother registered the birth and her address is South End, Croydon. Registered on 8 June 1857.

To give some background facts at this point:
According to Scott’s 1911 census:
He was 45 by the 2nd April 1911, he was born in Croydon. His Marriage cert says his father’s name was Henry. Try checking for those details against the 1871 census and see if you can find anyone who fits. (I can if we take 1859 as his year of birth.)

If born in 1859, why lie about your age in 1910, marriage, and 1911, census?

Of course, there are many reasons why people did not appear on censuses.

1871 Frank Wood (Kate Scott's 1st husband) and family. Frank's mother Sarah A (1814) is with children: Edward A 1848; Lucy S 1849; Frank; Mary F 1851; Nellie 1854; Charles C 1856

Father James Cave, 30, born Gloucester, a brewer. Mother Johanna 29, born in Ross. Brother James 9, sister Annie 6, Sophia 3, Ellen, 1 all born in Hereford.

No definite census entry found for Scott as yet

1881 Frank Wood and family: Martha, a daughter 1831 is on the census, but this could be a mistake, unless Sarah A had a child when 17, and she's not on the earlier census. But there are three grandchildren, James, Maud and Edward but with the surname Wallace. Other children still there = Lucy and Nellie, not yet married. Charles and Edward are not on this census.

Edward A is at The Priory, Bowden, as son in law to William Mackenzie. So we know there is no Cave connection through this Wood sibling.

Charles: there is a Charles with wife Ann, 1853 manchester, in Manchester. And a marriage 1872 Charles Wood to Ann Duxbury, Manchester.
And a Charles with wife Elizabeth, Dolgelly 1851, and daughter Annie F, 1879, Caernarvonshire, Wales living in Llanbeblig, Wales (which may be a connection to Frank and Kate marrying in Wales, though the witnesses are Evans..) There are a few possible marriages here but Elizabeth is not a Cave name, so again no link to Ellen Cave as some kind of 'in law.'

So who are these three Wallace children born in Scotland?

1881 census: Ross. Sarah A Cave, head, widow, 36, dressmaker. James Cave 19. Sophie 13, Ellen 11. Henry 9, William 4.

The children are sons and daughters, but how has Johanna become Sarah A and a widow. Was the previous census wrong (and Johanna was always Sarah but incorrectly written)? Has Johanna died, James remarried and then died himself?

But James died in 1872 - the year Henry was born, fine. But William was born in 1877 (both 1881 & 1891 bear this out so whose son is he?)

Johanna born 1842: Mary A 1845 - same person?

Ellen Cave moves from Ross to Salford between 1891 and 1901 and meets Mary Maxwell there. Mary will one day be Scott's mother in law.

The Wood family meanwhile: Sarah A, Kate's to-be mother in law, is in Bowden with daughter Martha (single), Nelly, single and Frank S, single. Looks like Mary and Lucy have either married or died.
Mary (F) Wood marriages: 1881 - 1891, none to Cave or Scott family. But there is (possibly as more than one man per page of records etc.) a Mary Ellen Wood marrying a George Scott in Salford, Sept 1884. (Mary Scott 1891 a widow from Manchester.)
Mary Emma Wood & James Victor Scott, Scarborough, June 1885. (1891 a Mary/James combo in Bolton, he's from Liverpool)
Mary Jane Wood to Walter Scott Newcastle 1887
Lucy (S) Wood, same period, = none.
So it looks unlikely that the Wood girls (Kate's sisters in law to be) married Scotts, and the boys didn't marry Caves.

Annie Cave: Born 1865. Shows up on 1871, but not 1881. Free BMD search = no Annie or Ann deaths between 1871 and 1881, when she would have been between six and 16. There is no note of a marriage between an Annie Cave and a Scott or Maxwell either – which is just as well considering her age.
I can’t find a suitable Annie Cave anywhere else in 1881/91 censuses.

Sophia Cave: Born 1868. Shows up on 1871 census and 1891. But not with Ellen and mother in 1891 when she would have been around 23. But there is no record of a Sophia Cave marrying between these years. There are no suitable Sophia Caves anywhere else in the 1891 censuses.

So I assume that both Annie and Sophia died, or else their marriages are not registered online as yet, or I haven't found them. So they may have married a Scott.

No definite census entry found for Scott as yet

Kate Wood in Bramshall with Frank

According to family memory: Scott told his grandchildren (or his daughter, and she told her children) that he was in the army. He later calls himself Captain Scott. We think it may have been the 11th Hussars but there is no definite record of him in the army lists for 1900. But if he was in the army is may explain why he was not showing on the censuses. Or maybe he is and we simply haven’t located him yet.

Was he in the Hussars, or the army?

Between 1901 and 1906 Frank Wood and Kate Wood come to Morchard Bishop and live at Aish House; or else they were visiting there when Frank died and Kate stayed on.

Family lore says that Kate was left as ‘a wealthy widow.’

Kelly's directory, Henry Scott, Farmer at Corndon

Richard Lee, Priorton Barton

“Sale of Priorton Mill. (11 acres, rent £18) to Capt Scott of Morchard for £325.”

18th April Kate Marjorie Scott is born at Culver Park Lodge, Mortehoe, Devon. The parents are Arthur Henry Scott, of independent means, and Kate Scott, late Wood, formerly Maxwell. Both living at Culver Park Lodge.

There is an entry in the margin saying: “False entry, re-registered on the parents join information on the authority of the Registrar General on 7th July 1911 at entry number 218 book no. 36.” My grandmother’s birth was to be registered three times in total. What does this margin note mean?

AH Scott told his granddaughters that he was a bodyguard to King George V (probably a ceremonial role), and that, on a fishing trip, the King gave him a fishing knife after Scott had dropped his in the water. My aunt has the knife and there are no inscriptions or clues. The archivist at Windsor has no record of AH Scott being a bodyguard.

Similarly there is no record (that we’ve found) of him being a Yeoman of the Guard

December. AH Scott and Kate are married, nearly three years after their daughter was born and only a few months after his company goes bankrupt. Suspicious?

Witnesses are Nellie Cave and L. Richards. (A Richard Lee was living at the next farm to Scott at this time, Priorton Barton.)

At the moment we think that the marriage was held at Bristol registry office because it was close enough for convenience but far enough so as not to arouse suspicion: assuming that Scott and Kate were living as husband and wife in their rural society, he was calling himself (of was) Captain Scott, and living thus was not the ‘done thing’ in those times.

It’s interesting that the witnesses are Mary Maxwell’s companion/friend Ellen Cave and an L Richards. Either these two knew the Scott’s were not yet married and were able to keep a secret (the daughter born out of wedlock), or they knew they were not married and didn’t know about the daughter. Unlikely is Ellen Cave’s case.

Why did they not marry when Kate was first pregnant?
Why wait nearly three years since the birth, and over three years since conception?
Were they pretending to be man and wife when Kate M was born a fair way from Sandford and Morchard – hence the same surname on the birth certificate; or was that a registrar’s mistake? (The later registration, which happens in 1929, still has them as man and wife even though they clearly were not when KM was born.)

The census also confirms that Kate Marjorie was born out of wedlock. And Scott puts his place of birth as Croydon – but he is not calling himself ‘Captain’ on these official documents.

Census

Photo, Mary Maxwell and KM Scott

In this census we also see Kate’s mother, Mary Maxwell, living at the house along with an Ellen Cave who is put as ‘sister in law’ but there is no evidence of Ellen Cave every marrying. We have tracked her back and followed her censuses to discover that she knew Mary Maxwell before this date. Maybe she was Mary’s companion down to visit the family, maybe she was hired as nurse for Kate Marjorie. But why put her as ‘sister in law’?

If Ellen is a sister in law to Scott: Did Scott have a brother who married one of Ellen’s sisters, Annie born 1865, or Sophia born 1868? See above – can’t find any records of marriages but these two women fall off the censuses and can’t be found, assumed died. So it is unlikely that any of Scott’s (or Kate’s) brothers married a sister of Ellen Cave.

Or if a sister in law to Kate then Ellen’s brother James (1862), Henry born 1872 or William 1877, must have married a sister. But Kate’s father died soon after she was born and her mother continued as Mary Maxwell, as she appears in the 1911 census. So she was an only child.
Is it possible that one of Ellen’s siblings married a brother/sister of Frank Wood, Kate’s first husband and thus was Kate’s sister in law? There is a Wood family in 1871, the next entry on the census beneath Cave. We haven't found evidence of the sisters marrying or dying as yet but as for the brothers:

James Cave (Ellen’s older brother) born 1862. Is on 1871 census, aged nine. 1881 aged 19 a porter. In 1891 he is married to Alice, born 1863 in Ross and has three children, the first born in 1884. [Checking Free BMD there’s a James and Alice Lay, June 1881 in Leicester. James and Alice Stephens, Dec 1882 in Pontypridd. James and Alice Gamble, June 1885 in Leicester. James and Alice Taylor, Sept 1866 in St Saviour etc. None of which are very close and there are no marriages to a Scott.]

1901: I can’t find James, Alice, Bessie, George or Emily at all in the census.
But: James Cave died in Ross September 1899 aged 37. It’s possible that Alice remarried and took another surname between Sept 1899 and early 1901. There is a marriage of an Alice Cave and William Lewis in Stroud, Dec 1900, and others, but we’re getting away from the trail.

Henry 1872. (Ellen’s next brother.) Shows in the 1881 census. I can’t find him in 1891. Or in 1901. And I can’t find a suitable death for him. If you see what I mean.

William 1877. (The youngest brother.) William is on the 1891 census with mother Sarah A and Ellen. And in the 1901 census with his mother Sarah A Cave. She is a Laundress and he is a brewer’s labourer. Can’t find him in 1911 as yet. There was a marriage in Ross between William H Cave and Frances J Langford in Sept 1817. I can’t find a death for him either.

So. No definite marriages between the Cave brothers and a Maxwell, Wood or Scott. Yet.

7th July. The birth of Kate Marjorie, the daughter, is registered again. This entry is now ‘closed’ and we can’t get to see it.

Photo front

Photo back

According to Daphne Munday’s book on Sandford, the two cottages at Priorton Mill were let to the d’Egville family in the 1930’s, and when the mother died the two brothers came to live there, Rene and Allan, with a cousin living in the other cottage. 1930’s? If this photo was taken in 1920 KM Scott would have been 12 and the d’Egville family would not have been there yet – so perhaps they were friends of the Scott family.

The back of the photo shows 1920, and my grandmother’s handwriting, it also puts Scott’s date of birth.

Scott and Kate are mentioned in the book, Records of the Cheriton Otter Hounds, by W H Rogers. In it is a photograph titled ‘Lunch at Priorton House, 1924.’

The Times, July 7th (and 17th) 1926
"Mortehoe. North Devon. To be let. A furnished detached house: ideal position overlooking Atlantic; five minutes from bating and village: five bed and three sitting rooms. Large bathroom, hot and cold water upstairs and down, two inside lavatories. All particulars from Mrs Scott, Priorton House, Sandford, North Devon."

The only difference here is that Scott’s address is now put as Priorton, which he did in fact own when his daughter was born. He still remains as if married to Kate – which he wasn’t when Kate M was born. Why register the birth a third time? Is it to do with the up-coming wedding?

July 10th Kate Marjorie, Scott’s daughter marries in the local church to Dennis Lionel George Cozens. Kate Scott is a witness.

Scott’s granddaughter Sarah is born Scott’s granddaughter Sarah is born. There is a photo of her with Kate Scott (Scott’s wife) at around this time, so Kate Scott was still alive.

Kate Marjorie and her husband Denis Lionel Cozens split.

A Henry Arthur Scott died in Bath this year. Page. PDF

Priorton House sold at auction.

The property was auctioned by Whitton & Laing, 20 Queen Street, Exeter. I have emailed them to see if they have records of who owned it but have had no reply.

But when Kate M and her husband split in 1942 Kate’s father in law, Robert Lionel Cozens, (a jeweller from Taunton) left money to be held in trust. The income was for the benefit of his granddaughters and the capital for their children. Therefore Kate Scott/Cozens was cut from this will entirely. (We have yet to find the will.)

Family memory also says that Priorton House was, by 1952, in the ‘Cozens portfolio.’

"Priorton was part of the Cozens portfolio, but I don´t know if Cozens had purchased it from AH if he was in the habit of going bankrupt, or if it became family property on his death. The Midland Bank in Bristol was the bank that handles the trust.
The land registry office in Devon might know if AH sold it to the Cozens clan." (From AH's granddaughter.)

To save you some work here is a list of things I have already looked up. Mind you, if you have the time and patience to double check, or can think of any other records to search, please feel free.