I did some researching online and found what might be an older sister to the Billie Jean McBee you cited.Name: Vivian Mcbee Date of Birth: 2 Jan 1929 Gender: Female Birth County: Bexar Father's Name: William Mcbee Mother's Name: Martha Warren Roll Number: 1929_0005
This would mean that William and Martha were "together" sometime in the spring of 1928.
Have you looked for a marriage record for William McBee and Martha Warren? One for Ralph Watson and Vera Young or Vera McBee?
and a possible sister to your Malcolm Watson. Name: Marjorie Ann Watson Date of Birth: 19 Jun 1935 Gender: Female Birth County: Bexar Father's Name: Ralph Watson Mother's Name: Vera Young Roll Number: 1935_0008
I was hoping to find some record of the "Protestant Orphanage in San Antonio" There is a census for 1930 online for Protestant Orphans Home 1930 Census Previously known as Protestant Home For Destitute Children (see http://www.censusdiggins.com/protestantorphans.htmlhttp://www.censusdiggins.com/protestantorphans.html) 1930 Bexar County, Texas Census. ED 15-59, Sheet 2B, Printed Page # 134, Enumerated 2 Apr 1930 by Miss Will E. Hunter. 3031 West Woodlawn Avenue
but it has no McBee or Watson named.
Have you contacted the local historical society to see if any records for the orphanage exist?