Just to show how fraught genealogy can be, in what follows I include the misidentification that I originally wrote down.

I fairly quickly worked out that all was not well with my data and suspected that I then could guess it.  But I ordered thier marriage certificate just to make sure.  Fortunately it confirmed my guess to be right, but by then I had found their grandson and got the information out of him.

Anyhow his birth indes, now and truly, is:

First name(s)         WILLIAM WARREN
Last name             ZAMBRA
Birth year            1898
Birth quarter         1
Mother's maiden name  Shaw
District              Fulham
County                London
Country               England
Volume                1A
Page                  344
Record set            England & Wales Births 1837-2006

The above explain why he chose Shaw to differentiate his name from another W W Zambra.
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The following is incorrect, it was not for this William Warren Zambra.

His birth index:

First name(s)    WARREN
Last name        ZAMBRA
Birth year       1885
Birth quarter    4
District         Islington
County           London
Country          England
Volume           1B
Page             203
Record set       England & Wales Births 1837-2006

And from the new GRO index giving his mother's maiden name:

    Name:                Mother's Maiden Surname:
    ZAMBRA, WARREN       ATTON  
GRO Reference: 1885  D Quarter in ISLINGTON  Volume 01B  Page 203

This led to this marriage:

Surname   First name(s)    District  Vol  Page
Marriages Jun 1880   (>99%)
Atton     Ellen            Taunton   5c   507
Zambra    Joseph Caesar    Taunton   5c   507

A Joseph Caezar Zambra, b. 1847, died on 24 Sep 1892 at Sea on the vessel Tagus off Bahia.  This was from the British Armed Forces and Overseas Deaths and Burials.  His will has been ordered.

A Joseph Caesar Zambra had been a partner in Negretti and Zambra, Merchants, Opticians and Instrument Makers which partnership was dissolved (possibly after his death) in 1892.

And they were not found in any subsequent census, though this might well be his mother in 1911:

First name(s) Last name Relationship Marital status  Sex  Age  Birth year  Occupation  Birth place
Ellen  Zambra   Head      Widow   Female  53  1858  Private Means  Somerset Taunton
May    Zambra   Daughter  Single  Female  22  1889  -  London Highgate
Ada    Claxton  -         Single  Female  26  1885  Servant  Norfolk Blakeley
Ethel  Horne    -         Single  Female  19  1892  Servant  London Parish Not Known
Amy    Adams    -         Single  Female  36  1875  Servant  London Wandsworth

May's birth index confirms that her mother had a maiden name of Atton, so she was a sister of Warren:

    Name:            Mother's Maiden Surname:
    ZAMBRA, MAY      ATTON  
GRO Reference: 1888  J Quarter in EDMONTON  Volume 03A  Page 290

May married a Donald M Mackenzie in Q2 of 1912.  They had one child, Peter Z Mackenzie in Q1 of 1914; nthe death of Peter Zambra Mackenzie is found in the Scilly Isles on 24 Oct 1977; in 1971 he had married Julia M Poole in Waltham Forest; I've ordered his will.  May may have died in 1974; I've ordered the will for that death in case it gives any useful information.

It look like Ellen married an Edwin R Lodder in 1812 in Edmonton but no death found with the Lodder surname.

But where was Warren between his birth in 1885 and his marriage in 1925?  And after the birth of his daughter Christina Marjorie?
________________

This census information is for the wrong Warren...  As at one stage I had followed some web information that this Warren Zambra was the father-in-law of Merlin Theodore Minshall.  I leave it here to explain the difficulties I had with this line.

In 1911 he was with his parents at Osborn House Liphook, Bramshott, Hampshire:

First name(s)  Last name  Relationship  Marital status  Sex  Age  Birth year  Occupation  Birth place
Nelson          Zambra  Head     Married  Male    29  1882  Conne Farmer  London Highgate
Ethel Agnes     Zambra  Wife     Married  Female  31  1880  -  London Highbury
Warren          Zambra  Son      -        Male     1  1910  -  Hants Liphook
Ellen           Powell  Servant  Single   Female  27  1884  Cook Domestic  Hants Petersfield
Beatrice Annie  White   Servant  Single   Female  21  1890  Housemaid Domestic  Middlesex Dalston
Annie           Froud   Servan   Single   Female  22  1889  Nurse Domestic  Hants Orton Heath

Ref:
Archive reference  RG14
Census reference   RG14PN6181 RG78PN290 RD106 SD1 ED12 SN14
Piece number       6181
Combined           RG14, piece 6181, other RG78PN290 RD106 SD1 ED12 SN14

It is most odd that his daughter Christina Marjorie was born in 1931 and her parents, him and Marjorie A née Mann were married in 1925 as he was only 15 then.

In fact the Zambra and Mann couple shows two children, both daughters and the other daughter was Susan V Zambra who was also born in the Godstone district and three years earlier in 1928.

Now to re-examine Christine Marjorie's parentage"
________________

There are three Warren Zambra births:

Last name  First name(s)  Year Of Birth  Year Of Death  Year  Location
Zambra     Warren          1885          —              1885  Islington, London
Zambra     William Warren  1898          —              1898  Fulham, London
Zambra     Warren          1910          —              1910  Petersfield, Hampshire

The middle one, William Warren, is named with the William forename in all subsequent records, so I don't think he would have dropped his first name for marriage in 1925.  [But he did!]

This implies that this Warren was in fact born in 1885 and that Christina's father was not the man born in 1910 and who died in 1944 in Italy.

19 Nov 2019: Peter Minshall, his grandson has confirmed that his grandfather was William Warren and that he ended up in the same regiment as another W W Zambra and to avoid confusion he changed his surname to Shaw-Zambra.
________________

In 1939 his wife Marjorie said she was married (and not a widow) indicating that he was alive then.

I have ordered his and Marjorie's marriage certificate to sort out who their fathers were and their ages at marriage.  Ordered on 17 Nov 2019.

Found this snippet in a history of Morris Dancing, possibly pre- and post-WW2: "Music was occasionally provided by Warren Zambra on the Northumbrian pipes."  This seems to be the Warren who was son of Nelson, nothing to do with this Warren son of Joseph Caesar.
_________________

I have found a set of Biographies of various members of the Zambra family and it includes that a Warren Zambra, probable son of Joseph Caesar Zambra and Helen Atton, died in Q3 of 1893, registered at Wycombe vol 3a, p. 410.
_________________

Restarting with William Warren Shaw-Zambra as the dead certain father-in-law of Merlin Theodore Minshall:

His birth index:

First name(s)         WILLIAM WARREN
Last name             ZAMBRA
Birth year            1898
Birth quarter         1
Mother's maiden name  Shaw
District              Fulham
County                London
Country               England
Volume                1A
Page                  344
Record set            England & Wales Births 1837-2006

The above explain why he chose Shaw to differentiate his name from another W W Zambra.
_______________

His parents were married in Kingston:

Surname  First name(s)        District    Vol  Page
Marriages Jun 1897   (>99%)
Shaw      Florence Beatrice    Kingston    2a   642
ZAMBRA   Julius James G       Kingston    2a   642
_______________

In 1901 there was a William Zambra with his parents John and Ellen Zambra in Clerkenwell, London.  He was aged 3 which was right.  

But the same family, with William was to be found in 1911 in Edmonton.  So fairly certainly not him.

Having found his parents names, this looks like the family in 1901 at 18, Thurlow Road, Hampstead, London:

First name(s) Last name Relationship Marital status  Sex  Age  Birth year  Occupation  Birth place
Julius   Zambra  Head      Married  Male    42  1859  Musical Instrument Maker  Islington, Middlesex
Florence Zambra  Wife      Married  Female  29  1872  -  Stroud Green, London, England
Warren   Zambra  Son       Single   Male     3  1898  -  Fulham, Middlesex, England
Phillis  Zambra  Daughter  Single   Female   1  1900  -  Hampstead, Middlesex, England
Louisa   Froude Servant   Single   Female  29  1872  Cook Domestic  Wantage, Berkshire, England
Ellen    Dunn    Servant   Single   Female  27  1874  Housemaid Domestic  Southwark, Surrey, England
Ethel    Dixon   Servant   Single   Female  17  1884  Nurse Domestic  Hammersmith, Middlesex

Ref:
Archive reference  RG13
Piece number       121
Folio              9
Page               9
Combined           RG11, piece 121, folio 9. p. 9
_______________

In 1901 Florence was a widow and head of the house but had her brother Edward Hunter Shaw, plus wife and daughter, staying with her in Finchley and with her 3-year-old son Brian.

Julius James George Zambra is on the David Hill's site at <http://www.wildwood.org.nz/david/p10.htm#i2413>.  Julius died in 1897 and David Hill reports him to be the son of Joseph Warren Zambra and Sarah Potts and that Julius married Florence Shaw on 28 April 1897 at Kingston on Thames, Surrey.

So the next record could indeed be our William:
_______________

In 1911 he was (probably) with his widowed uncle in Woking:

First name(s)  Last name  Relationship  Marital status  Sex  Age  Birth year  Occupation  Birth place
Marcus Warren    Zambra   Head         Widower  Male    62  1849  Retired Optician  London St Pancras
Edith Mary       Zambra   Daughter     Single   Female  30  1881  -  London Hornsey
George Julius    Zambra   Son          Single   Male    25  1886  Assistant  London Horvey
Jessie Edith     Reeder   Housekeeper  Single   Female  50  1861  Housekeeper Domestic  London Peckham
William Warren   Zambra   Nephew       -        Male    13  1898  -  Lonfon Kensington
Reginald Colpas  Zambra   Nephew       -        Male     9  1902  -  London Hamstead
Kathleen Maud    Ackermann  Visitor    Single   Female  31  1880  -  Kent Lee
Cyril Wortner    Smith      Visitor    Single   Male    34  1877  Architect  London Hornsey
Horace Frederick Platt      Visitor    Single   Male    33  1878  Advertising Contractor  London Clapton
Clarence Edmond  Platt      Visitor    Single   Male    24  1887  Clerk  London Calpton
Harold Thomas    Triggs     Visitor    Single   Male    24  1887  Clerk  Sussex Eastbourne
Alice Amy        Stamford   Servant    Single   Female  31  1880  Cook Domestic  London South Lambeth
Emma Rose        Miller     Servant    Single Female  79  1832  Housemaid Domestic  London Millwall
Ruth Lilian Winfred  Drays  Servant    Single Female  17  1894  Housemaid Domestic  Surrey Guildford

Ref:
Archive reference   RG14
Census reference    RG14PN3044 RG78PN107 RD33 SD1 ED17 SN74
Piece number        3044
Combined:           RG14, piece 3044, other RG78PN107 RD33 SD1 ED17 SN74

David Hall reports that Marcus Warren Zambra was also the son of Joseph Warren Zambra and Sarah Sophia Potts.  Hence he was uncle to William Warren (Shaw-)Zambra.
_________________

In 1922 his army service record showed he was then a 2nd Lt with the Suffolk Regiment.

But not sure which W W Zambra this was as also in 1920 there is a W W Zambra who was a 2Lt with the Yorkshire Hussars.
_________________

His death index:

First name(s)   WILLIAM WARREN S
Last name       ZAMBRA
Gender          Male
Birth day       5
Birth month     3
Birth year      1898
Death quarter   1
Death year      1971
District        St. Albans
County          Hertfordshire
Volume          4B
Page            694
Country         England
Record set      England & Wales Deaths 1837-2007
________________

And another potential wild goose chase, did he (divorce and) re-marry in 1958:

First name(s)        WILLIAM W S
Last name            ZAMBRA
Marriage quarter     4
Marriage year        1958
Spouse's last name   Price
District             Westminster
County               London
Country              England
Volume               5C
Page number          675
Record set           England & Wales Marriages 1837-2005

This might be resolved by getting his will to see who he named as his then wife in 1971.

The fact that Marjorie Anderson Zambra lived at the same house, Wood Hatch, 38 Barrow Green Road, Oxted Surrey, from 1939 to her death in 1989 and he died in St Albans indicates that their marriage had sundered.

And a Barbara M Price is the full name of this spouse and Barbara M Shaw-Zambra died in Q4 of 1968 in Cambridge, aged 63.
________________

And even a third possible marriage, a few months before his death!

First name(s)       WILLIAM W
Last name           SHAW-ZAMBRA
Marriage quarter    4
Marriage year       1970
MarriageFinder      WILLIAM W SHAW-ZAMBRA married one of these people
                    Monica M Wingate
Spouse's last name  Wingate
District            Surrey South Eastern
County              Surrey
Country             England
Volume              5G
Page number         749
Record set          England & Wales Marriages 1837-2005

19 Nov 2019: His will has indeed been ordered.

And Monica M Shaw-Zambra died in Q2 of 1994 in Crawley district; she was born on 18 Dec 1904.  She was in the 1939 Register with the same birth date and then single and a secondary school teacher.

Is is sounding very much like he was married three times.
_______________

At the end of this long investigation I think I have discovered:

1. The vital BMD details of 'Warren Zambra', father of Christina marjorie Zambra.
2. The parents of William Warren Zambra' later William Warren Shaw-Zambra.
3. The three marriages of William Warren Shaw-Zambra.
4. The Zambra grandparents of William Warren Shaw-Zambra, putting him in the family of the firm of Negretti and Zambra.
_______________

In his will he said he had two daughters:

(a) Susan Veronica Anthony, married to the co-executor (with his wife Monica Miller S-Z) Kenneth Reginald Michael Anthony.
(b) Christina MaJJorie (sic) Minshall, who we already know about.

And this led to finding the marriage between K R M Anthony and Susan V Zambra in Q4 of 1954 in Surrey SE district, giving her surname.  Susan V Zambra was born in Q4 of 1928 in Godstone district and her mother's maiden name was Mann, the same as her sister Christina.

Their marriage index:

First name(s)        WARREN
Last name            ZAMBRA
Marriage quarter     4
Marriage year        1925
MarriageFinder       WARREN ZAMBRA married one of these people
                     Marjorie A Mann
Spouse's last name   Mann
District             Chelsea
County               London
Country              England
Volume               1A
Page number          908
Record set           England & Wales Marriages 1837-2005
________________

The marriage certificate from the GRO adds:

Marriage Place:     St Columba's church, Pont St, Chelsea, London
Marriage date:      29th October 1925
Register No:        82
                         His                           Hers
Names:              William Warren Zambra          Marjorie Anderson Mann
Age:                27                             25
Status:             Bachelor                       Spinster
Job:                Manager of Tourist Agency     --
Residence:          Wrayfield, Reigate             Wrayfield, Reigate
Father:             Julius James George Zambra     John Mann
                       (deceased)
Father job:         Music Publisher                K.B.E.
Signed:             Warren Zambra                  Marjorie A Mann
Witnesses:          Margaret Mann                  Florence B Zambra
Rites               Church of Scotland
Celebrant:          Archibald Fleming DD, Minister
Registrar:          Thomas Apted
_________________