Note: Pages that mention him tend to call him Knight (usually with Bradley appended) rather than Mortimer, or be an unsourced mishmash of both names.
Ethel was not used as a single first name until the 1850s, so his wife could not have been named Ethel May Dyer.
http://edwardthesecond.blogspot.com/2012/07/when-genealogy-goes-wrong.html talks about him popping up in all kinds of genealogies as a lovechild of Roger (Mortimer) de Mortimer (1287-1330) and Isabella of France.
Examples:
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M > Mortimer | K > Knight > William Alfred (Mortimer) Knight
Categories: European Aristocrats, Unsourced Profiles | Uncertain Existence
http://edwardthesecond.blogspot.com/2012/07/when-genealogy-goes-wrong.html