The William C E Sheldon of 1939 is likely to be this birth from 1877 (GRO)
SHELDON, WILLIAM CHARLES EDWARD GRIFFIN
GRO Reference: 1877 D Quarter in SHEFFIELD Volume 09C Page 539
There are some family trees at Ancestry which claim this is the marriage (from FreeBMD)
September quarter 1902
Sheldon William Charles E Southampton 2c 42
Buchanan Jeanie Southampton 2c 42
You would need to verify if it is for your target family.
It looks as though the family was in WALSALL in 1917.
BIRTH
SHELDON, WINIFRED MARY BUCHANAN
GRO Reference: 1917 M Quarter in WALSALL Volume 06B Page 1168
and DEATH
SHELDON, WINIFRED MARY 0
GRO Reference: 1917 J Quarter in WALSALL Volume 06B Page 826
Dave
I think I have found the burial of Jean (Jeannie) Sheldon in Sheffield in 1919 aged 38.
Looks like she was buried in a communal grave because all the others in the grave are buried roughly the same time.
It says she died at the Union hospital and it states her body was removed from Sheffield Parish to Burngreave but why would they move her from Sheffield Parish for a burial when surely there were places closer to the Union Hospital she could have been buried in.
I can understand her being moved if there was a family grave but the grave she was in doesn't seem to be one.