There are some PCC wills of Stegge in Trent, Somerset. This is right on the border with Dorset, so they must be the same place. Thomas Stegge, yeoman, of Trent, 1655; John Stegge, husbandman, of Trent, 1597; Richard Stegge, yeoman, of Trent, 1609; William Staige alias Stegg, of Trent, 1610.
https://discovery.nationalarchives.gov.uk/results/r?_aq=trent&_or1=stagg&_or2=stegg&_or3=stegge&_cr=prob&_dss=range&_ro=any&_st=adv
These are available on Ancestry or from the National Archives for free if you sign in.
Richard Stegge in 1609 mentions daughters Elizabeth, Edith, Mary, Dorothy, Thomazine, and son William. William Stegge to be executor.
Edit: John Stegg in 1597 mentions sons Nicholas and Richard, and wife Avis.
William, the son of Richard, died in 1610. In his will he mentions sisters Edith, Mary, Dorothy, Tomsine. His widow Sibil was executrix.
So this isn't the same as the one who married Mary from Cambridgeshire and died in 1661.