Her birth index:

Name:                             Mother's Maiden Surname:
PECKOVER, ELIZABETH  JOSEPHINE    SHARPLES  
GRO Reference: 1859  J Quarter in WISBECH  Volume 03B  Page 613
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In the 20 June issue 1877 of the Western Daily Press she was listed as gaining admission to the University of London, having been at Ladies College, Kendal.  She would have been 18 then.
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In 1901 she had three children following her 1893 marriage and was at 44, Finchley Road, St Marylebone, Marylebone, London:

First name(s)  Last name  Relationship  Marital status  Sex  Age  Birth year  Occupation  Birth place
James D        Penrose  Head     Married  Male    38  1863  Artist Painter           Dublin, Miechelstown
Elizabeth J    Penrose  Wife     Married  Female  41  1860  -                        Wisbech, Cambridgeshire
Alexander P D  Penrose  Son      -        Male     4  1897  -                        W ST Pancras, London
Lionel S       Penrose  Son      -        Male     2  1899  -                        Marylebone, Middlesex
Roland A       Penrose  Son      -        Male     0  1901  -                        Marylebone, Middlesex
Edith G        Ellis    Servant  Single   Female  26  1875  Childrens Nurse          U Tooling (?), Middlesex
Phoebe         Boor     Servant  Single   Female  39  1862  Cook Domestic            Bourne, Lincolnshire
Minnie S       Spinks   Servant  Single   Female  23  1878  H Parlour Maid Domestic  Colchester, Essex
Amelia A       Gleaves  Servant  Single   Female  25  1876  Housemaid Domestic       Bolton, Lancashire
Ellen G        Parsons  Servant  Single   Female  21  1880  Under Nurse Domestic     Bedfordshire

Ref:
Archive reference  RG13
Piece number       118
Folio              86
Page               43
Combined           RG13, piece 118, folio 86, p. 43
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In 1911 there was one more son with Josephine reporting that she had been married for 17 years and had four children, all alive, the elder two may have been boarding somewhere and they had moved to Oxhey Grange Oxhey, Watford Rural, Hertfordshire:

First name(s)  Last name  Relationship  Marital status  Sex  Age  Birth year  Occupation  Birth place
James Doyle          Penrose  Head                  Married  Male    48  1863  Artist Painter            Mitchelstown Co Dublin
Elizabeth Josephine  Penrose  Wife                  Married  Female  51  1860  -                         Wisbech Cambs
Roland Algernon      Penrose  Son                   -        Male    10  1901  Home Tuition Student      St Johns Wood London N W
Bernard Edmund       Penrose  Son                   -        Male     7  1904  -                         St Johns Wood London N W
Madeline Bertha      Mills    Children's Governess  Single   Female  37  1874  Governess Domestic        Sutton Surrey
Phoebe               McCann   Servant Housekeeper   Single   Female  49  1862  Housekeeper Domestic      Bourne Lincs
Florence             Alger    Servant               Single   Female  32  1879  Parlourmaid Domestic      Palgrave Suffolk
Florence Edith       Talbot   Servant               Single   Female  31  1880  Housemaid Domestic        Fivehead Somersetshire
Emily Neyfanny       Sands    Servant               Single   Female  24  1887  Housemaid Domestic        Farnborough Somerset
Edith Elizabeth      Gaunt    Servant               Single   Female  28  1883  Children's Maid Domestic  St Ives Hunts
Lily                 Taylor   Servant               Single   Female  19  1892  Kitchen Maid Domestic     Sutton St Edmunds Lincs

Ref:
Archive reference             RG14
Registration district         Watford
Registration district number  140
Enumeration district          10
District number               10
Sub district                  Bushey
Sub district number           1
Census reference              RG14PN7696 RG78PN379 RD140 SD1 ED10 SN77
RG78 code number              379
Piece number                  7696
Combined:                     RG14, piece 7696, Reg dist 140, Sub dist 1, En dist 10
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She was not to be found in 1939, nor was James.  But Alexander was, as a farmer in Norfolk.  Lionel was not found, but Roland Algernon was divorced and an artist-painter in London  Bernard Edmund was not found.

This looks like her death index:

First name(s)  ELIZABETH J
Last name      PENROSE
Gender         Female
Birth year     1859
Age            71
Death quarter  3
Death year     1930
District       Watford
County         Hertfordshire
Volume         3A
Page           769
Country        England
Record set     England & Wales Deaths 1837-2007

This is confirmed by her will.
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Her almost certain marriage:

First name(s)     ELIZABETH JOSEPHINE
Last name         PECKOVER
Marriage quarter  2
Marriage year     1893
MarriageFinder    ELIZABETH JOSEPHINE PECKOVER married one of these people
                  Thomas William Richardson, James Doyle Penrose
District          Wisbech
County            Cambridgeshire
Country           England
Volume            3B
Page number       1167
Record set        England & Wales Marriages 1837-2005

From the 1901 census she definitely married the latter.
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