Hi Anne, a warm welcome to the forum.

Have you searched this site's huge database of PRs, accessable from the icon at top of the page ?.

I can find William's baptism which ties in with your date, but also gives Thomas' wife's name as Elizabeth:

Record_ID: 370441
Entry_Number:
Year: 1786
Month: Feb
Day: 14
Parents_Surname: CONEY
Child_Forenames: William
Fathers_Forenames: Thomas
Mothers_Forenames: Elizabeth
Mothers_Surname:
Residence:
Occupation:
Officiating_Minister:
Event: Baptism
Memoranda:
Notes:
Register_Reference: AG39/3
Page_Number:
Parish_Chapel: Ross on Wye

Unfortunately I cannot readily see Thomas' marriage etc in this site's database. The database only carries 40 Coney PRs, they are all along the River Wye. This is the traditional border twixt England and Wales, flowing north-south and skirting the western edge of the Forest. This was a major transport hence migration route pre 1800s. The abovementioned 40 Coney PRs are at Dewchurch/Upton Bishop towards Hereford(which is on the Wye), then a little south at Weston & nearby Ross On Wye, then south again at Goodrich/Monmouth, again right on the Wye. So perhaps your ancestors are more Herefordshire than Monmouthshire ?

Using the free "Familysearch" aka LDS website, searching for more British Coneys in the 1700s, it has some more Herefordshire PRs that could perhaps be your ancestors too, hopefully this link to the findings works for you.
https://familysearch.org/search/record/results#count=20&query=%2Bgivenname%3Athomas...

From those findings I WONDER if this COULD maybe be a sibling of William ??

"England Births and Christenings, 1538-1975"
Name: Thomas Coney
Gender: Male
Christening Date: 26 Jan 1772
Christening Place: BRIDSTOW,HEREFORD,ENGLAND
Birth Date:
Birthplace:
Death Date:
Name Note:
Race:
Father's Name: Thomas Coney
Father's Birthplace:
Father's Age:
Mother's Name: Elisabeth
Mother's Birthplace:
Mother's Age:
Indexing Project (Batch) Number: C13862-1
System Origin: England-ODM
GS Film number: 992638
Reference ID:

Bridstow is only a mile north of Ross, as the ever-helpful Genuki site shows.
http://www.genuki.org.uk/big/eng/HEF/Bridstow/Gaz1868.html
http://www.genuki.org.uk/cgi-bin/nearby?CCC=HEF,GRIDREF=SO580240,DISTANCE=5,PN=Bridstow

Also from the Familysearch results is this baptism which COULD be Thomas "Senior", perhaps ?. Fownhope is a little further north toward Hereford.

"England Births and Christenings, 1538-1975"
Name: Thomas Coney
Gender: Male
Christening Date: 22 May 1746
Christening Place: FOWNHOPE WITH FAWLEYE,HEREFORD,ENGLAND
Birth Date:
Birthplace:
Death Date:
Name Note:
Race:
Father's Name: Thomas Coney
Father's Birthplace:
Father's Age:
Mother's Name: Mary
Mother's Birthplace:
Mother's Age:
Indexing Project (Batch) Number: C01655-2
System Origin: England-ODM
GS Film number: 1040010
Reference ID:

http://www.genuki.org.uk/big/eng/HEF/Fownhope/Gaz1868.html

Clearly this is by no means proof but I suggest further carefull searching of the FamilySearch site may be worthwhile. I see several CONEY mentions within the 1800s, be warned that although Monmouthshire was often considered in England, there are some Monmouth PRs listed under Wales too. Hopefully this will also link into 1841 Census findings.

eg from FamilySearch, I wonder if this is the son of William b1786 ?

Name: Thomas Coney
Gender: Male
Christening Date: 04 Sep 1808
Christening Place: Monmouth, Monmouth, England
Birth Date:
Birthplace:
Death Date:
Name Note:
Race:
Father's Name: William Coney
Father's Birthplace:
Father's Age:
Mother's Name: Mary
Mother's Birthplace:
Mother's Age:
Indexing Project (Batch) Number: C00855-5
System Origin: England-EASy
GS Film number: 992324
Reference ID:

Revisiting this FoD site's PRs, is this William's marriage, just before ?

Record_ID: 98492
Entry_Number:
Year: 1807
Month: Dec
Day: 22
Grooms_Surname: CONEY
Grooms_Forenames: William
Grooms_Age:
Groom_Condition: bachelor
Grooms_Occupation:
Grooms_Residence: of this parish
Grooms_Fathers_Surname:
Grooms_Fathers_Forenames:
Grooms_Fathers_Occupation:
Brides_Surname: ELLIS
Brides_Forenames: Mary Anne
Brides_Age:
Brides_Condition: spinster
Brides_Occupation:
Brides_Residence: of this parish
Brides_Fathers_Surname:
Brides_Fathers_Forenames:
Brides_Fathers_Occupation:
Licence_or_Banns: Banns
Date_of_Banns:
Signature_or_Mark: Both sign
Witness_1: James Coney
Witness_2: Elizabeth Coney
Other_Witnesses:
Officiating_Minister:
Event: Marriage
Memoranda:
Notes:
Register_Reference:
Page_Number:
Parish_Chapel: Monmouth
Soundex_Groom: C500
Soundex_Bride:

NB Witnesses: ELIZABETH CONEY - William's mother ?
JAMES CONEY, again from this FoD site, looks like Wm's brother ?:

Record_ID: 370275
Entry_Number:
Year: 1783
Month: Aug
Day: 3
Parents_Surname: CONEY
Child_Forenames: James
Fathers_Forenames: Thomas
Mothers_Forenames: Elizabeth
Mothers_Surname:
Residence:
Occupation:
Officiating_Minister:
Event: Baptism
Memoranda:
Notes:
Register_Reference: AG39/3
Page_Number:
Parish_Chapel: Ross on Wye
Soundex: C500

Using the excellent Advanced Search facilty,
http://www.forum.forest-of-dean.net/index.php?mode=page&id=22
searching Baptisms to Thos & Eliza CONEY gives this likely family group:

Year Parents Surname Child Forenames Fathers Forenames Mothers Forenames Mothers Surname Residence Occupation Parish Chapel
1773 CONEY Ann, Thomas & Elizabeth Ross on Wye
1783 CONEY James, Thomas & Elizabeth Ross on Wye
1786 CONEY William, Thomas & Elizabeth Ross on Wye
1789 CONEY Richard, Thomas & Elizabeth Ross on Wye
1794 CONEY Edward, Thomas & Elizabeth Weston u Penyard Weston under Penyard

AND SO ON....

I'm sure others will help out tomorrow, I'm afraid I must go for now, ttfn Jeff

If you search the Forest of Dean records

Baptism at Goodrich - 20 January 1722

Thomas CONEY - parents John & Elizabeth : residence: Langrove

----

CONEY - Ross on Wye - put in order - this may help.

1 July 1759 - Baptism: Mary - parents Thomas & Mary

Burial - : Mary - 4 October 1777
Burial - : Thomas - : 6 August 1796

(may be Will(s) exists in the Hereford Records Office)

-

Children of Thomas & Elizabeth CONEY

Ann - 7 November 1773
Mary - 2 February 1781
James - 3 August 1783 *** [b]Glos Record office :of Monmouth: James - 12 February 1830 - Mason age 40 - Goal - Larcency - 1 year[/b]
William - 14 February 1786
Richard - 21 February 1789

---

? Baptism at Goodrich - 1 January 1794

Edward - parents: Thomas & Elizabeth
------

Child of John & Martha CONEY at Ross on Wye

John - 25 April 1778

-----

Burial : - Thomas CONEY - age 59 : 16 November 1804 c1745 ***

Memoranda: From (illegible) in the Parish of LLanfarran (?)

---

Jeff, gave a baptism at Fownhope with Lawleye Hereford 22 May 1746 - parents Thomas & Mary
Also on Church of Latter Day Saints - 3 siblings at Fownhope

Elizabeth - 11 November 1744
Ann - 4 June 1749
John - 2 November 1755

--

? CLDS

Marriage at Foy, Hereford, 29 July 1744

Thomas CONEY/Mary WILLIAMS

----

?

Is this your William CONEY

1851 Census, Monmouth, Clifford Court

William - 62 - Master Builder, born Hereford, Rofs
Elizabeth - 41 - born Hereford, Garway
Elizabeth - 10 - born Monmouth (FOD records - christened at Monmouth 27 June 1841 - Elizabeth Maddox CONEY)
Sarah Ann - 4 - born Monmouth (FOD records - ditto - 16 September 1846)

-

This tree is on Public Members Trees (x4) on Ancestry

William CONEY* (father: Thomas) married Elizabeth MADDOCKS - (2nd Marriage) Widower, 20 May 1840 in Garway, Hereford
witnesses: Philip WATKINS and Sarah MADDOX

---

first children:
Isaac - 1822-1899
Henry - 1825-1892
Mary - 1827-1860

--

1841 Census, Monmouth, Clifford Court

CONEY -

William - 35 - Mason - Not born in County
Elizth - 33 - ditto
Isaac - 18 - born in County
Henry - 16
Mary - 14
N.K. - 5 days