Jessie was actually not William's wife.
Circumstantial evidence points towards their son William being born out of wedlock. First, there's no marriage record for William Costley and Jessie Smith. Secondly, there's no baptism record (Brethren churches wouldn't have allowed a baby born out of wedlock to be baptized). Thirdly, William and Jessie married different people in 1873 and 1874, a few years after their son was born. Fourthly, the 1881 census makes it clear that William and his wife Elizabeth had a son William in their house who was born 4 years before they were married. Fifthly, It’s interesting to note that in her son's marriage record Jessie’s record is the only one I viewed that listed the maiden name first instead of the married name, and the name “Costley” doesn’t appear in her records at all.
According to her son William's marriage record, Jessie Smith subsequently married James Hutton, carter. There’s a record of a James Hutton, age 41, marrying Jessie Smith, age 24 and a spinster in Baihill, Dunbarton on July 22 1873. This Jessie Smith’s parents were John Smith and Alice (?) McKendrick. As these were the only James Hutton and Jessie Smith that got married in Scotland from 1855 to 1927, this must be our Jessie Smith.
The 1871 census lists a Jessie Smith as a servant, a dairy maid in the wealthy household of James Turnbull in Old Monkland (they had 7 servants listed). He was a farmer on 110 acres of arable land. This is probably why she gave their son to William to raise.
1871 Census of Old Monkland, Lanarkshire, Scotland, pages 12 & 13
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