I found the index of their marriage record on FreeBMD! You can order the record from the GRO with the following info:
Names on certificate: Robert Milner and Annie Matthews.
Record type: E/W Marriage
Year: 1897
Quarter: June
District: Sculcoates
Volume: 9d
Page: 280
If you order that certificate, it should contain the names of each of their fathers, which should be enough to give you a lead!
I hope that helps!