My great grandfather was called Henry Keay who was born in Darlaston in 1885. He maried Ann Maria Nightingale in 1908. According to his marriage certificate of whcih I have a copy, at the time of his marriage in 1908 he was resident at The Green Man Inn in Darlaston. I think therefore that my Henry is your Jane's brother.
I have what I think is Henry's birth certificate which states his father as William Henry Keay and his mother as Mary Horton.