I can't say who the father was (might still have been John Henson), but an Ann Marie or Anne Maria Sentance looks to have been baptised as a Sentance according to the Barrowby parish records.Same for the BMD records - Sept 1870 quarter. She also appears as a grandaughter living with Valentine's family in the 1871 census records (Fanny is there as a daughter). I also note that Anne M is her name in the 1881 census.
The person who transcribed the parish records for me could not quite make out the mothers name, but did clearly see there was no fathers name.There might be something on the Birth Registration, but you'd have to apply for that to see.
I'll copy your note to the Sentance Family Research group on Yahoo and see if anyone knows more. There are a fair number there with families close to yours (my own great grandfather was Fanny's brother Joseph) including Sheffield families so someone might.
While I have a bit on Ann's sister Lilian, I don't have anything on Ann - her husband or children.