I agree with RJ's comment. Unfortunately, I know I'll have no time to give to this until at least July (and besides, I never bothered to become pre-1500 certified) but in none of my several gigabytes of Threlkeld documentation and research (casestone.com/threlkeld/) have I ever seen Lancelot Threlkeld's (Threlkeld-399; son of a Lancelot 400, to help confuse matters) daughter Grace be called or referred to as Margaret. There is at least one reference that calls her Sarah (by Sir William Dugdale) but never Margaret.
Lancelot (Threlkeld-399) lists no spouse on his profile. He married first Elyn Radclyffe, who is believed to be the mother of his three daughters: Elizabeth (who is not listed on Lancelot's profile) married James Pickering and took Crosby Ravensworth; Winifred married James's brother, William, and took Threlkeld; and Grace, the eldest of the three, married Thomas Dudley and took Yanwath...at least until it was absorbed by the spreading wealth of the Lowther family.
One possible point of confusion: Lancelot's second wife--evidently a calculated marriage to bring a name and a dowry--was to Margaret, the illegitimate daughter of Richard Neville, the Earl of Warwick. Lancelot and Margaret had no issue that I'm aware of. Grace was the eldest of the three daughters of Lancelot and Elyn Radclyffe, and certainly would not (IMHO) been given a belated nickname to match her subsequent stepmother.
From the Lowther Papers:
Sir Lancelot Threlkeld, 3 Hen. VIII. (1512.)
Partition Deed of the Estates of the late Sir Lancelot Threlkeld between Thomas Dudley and Grace his wyf one of the doughters and Heyrs of Lancelote Threlkeld Knyght of the one Part and James Pykering and Elizabeth his wyf Another of the doughters of the second part and Willm Pykeryng and Wynefride his wyf another of the doughters of the third part.
But Lancelot Threlkeld did have a daughter named Margaret...but it was Lancelot Threlkeld-400, not his son. BTW, Threlkeld-400 died c.1492 or earlier; I believe the death date on his profile of 22 Apr 1493 in Cumberland is incorrect. In fact, I don't believe there are any records that can pinpoint Lancelot's precise death date. He's buried in Crosby Ravensworth church and his 2nd wife, Margaret Bromflete Clifford, died at her ancestral Londesborough estate on 14 Apr 1493. It's most likely that Lancelot's death preceded his wife's.
Another point of possible confusion: that sister of Lancelot's (399) named Margaret. She married Sir Christopher Moresby. But wait; there's more!
Margaret and Sir Moresby had a daughter named Anne, the heir to Moresby's estate, who married Sir James Pickering of Killington and Winderwath. Does the Pickering name sound familiar? Yep; the James and William Pickering who married Elizabeth and Winifred Threlkeld were grandsons to Margaret...who was aunt to Elizabeth and Winifred.
The link RJ provided to Nat Taylor's post from 2008 provides some good secondary sources. I have probably two dozen relevant ones out of copyright at the Threlkeld ONS website, including most of the works of William Jackson. His 1887 "The Threlkelds of Threlkeld, Yanwath, and Crosby Ravensworth" is free to read there: casestone.com/threlkeld/threlkeld/early-threlkelds.
Bottom line--and RJ noted this, too--it isn't just Grace/Margaret who has problems here: we have conflated Thomas Dudley's as well as missing or incorrect spouses and children.
