The Arthur J(ames) is my father in law. I'll dig around the others - the Cheltenham one might be especially interesting.
There are an awful lot of Paynes - particularly in the West Country, but also in South Wales - and when I started this search I thought I would be looking for a needle in a haystack. But now I know the right family the haystack has at least shrunk.
Thanks for you interest and I'll post anything I find.