Hi Laraine, I did a re-check and found the transcription of a grave at Rookwood containing a David Cunningham but not Anne :- Old Presbyterian Section 5, Row 15, grave 735,737 CunninghamMary 10 December, 1874 Cunningham? Mary- Cunningham? David- Cunningham Elizabeth - Cunningham Robert 19-7-1898 Cunningham Elizabeth 21-4-1905aged 68 Liddle Mary Thomson 3-11-1894 aged 54.
Not finding someone on the Rookwood Transcription CD Rom is quite common as it is a list of the transcriptions from headstones and there are thousands of unmarked graves at Rookwood. So if there was no headstone there was nothing to transcribe. Cremations began at Rookwood in 1920 but the transcription does not include memorials from the brick niches or other places where cremated remains were interred. My husband and I were amongst the army of volunteers who helped transcribe the cemetery back in the early 1980's.
If you have death certificates which state David and Anne were buried at Rookwood you can check with the offices at Rookwood.Give them the date of burial they will be able to tell you the grave number and section and possibly tell you if anyone else is buried in that grave. To my knowledge there are three offices at Rookwood - Catholic, Anglican and Independent. I checked a 1984 book "Cemteries in Australia" by Killion and Garnsey and there is a cemetery at St.Brigid's Catholic Church. A list of monumental inscriptions for the cemetery is held by the Society of Australian Genealogists, 120 Kent Street, Sydney, 2000. Hope this is of some help, good luck with your research.