Here's a possible scenario, the birth dates don't quite tally, but the names all fit.
Henry Shield married Elizabeth Curry in Longbenton, Northumberland on 30 December 1807.
They had Mary Ann, born in Longbenton in 1808, William in Longbenton in 1810, and Elizabeth in Longbenton in 1813, father Henry is shown as a sawyer for the last two.
They then move to South Shields.
They have daughter Sarah in 1815, father Henry is a sawyer, Jane in 1818, father Henry is a glass maker, and daughter Ann in 1820, Henry is shown as a grocer.
Elizabeth died in Newcastle and was buried in Longbenton on 26 April 1821, aged 36 (DOB 1785).
Henry died in Lyons, Hetton le Hole, Durham in 1834, aged 62, (DOB 1772).
Elizabeth Shield (born 1813) had William Percival Shield (father unknown) in Lyons, Hetton le Hole in 1834, she then married William Milburn.
This would make William Percival Shield the nephew of Sarah and Jane Shield, as Elizabeth was their sister.
For a connection, Elizabeth Curry, (wife of Henry Shield), baptised Longbenton 5 June 1785, the daughter of Ralph and Jane, was the sister of Thomas Curry, baptised Longbenton 29 December 1782. Thomas is already connected.
(Sourced from FreeReg, Familysearch and FMP).