I did some further research on one of the characters, Arthur Margery, who was actually my great uncle. I found that he was one of 13 children and a twin. He is listed on the 1901 census as a 'Professional Society Entertainer', which was great to see as I knew he was a magician.
I also found out that in later life, he had a bookshop in Bromley, UK which stocked over 6000 books on magic. When Arthur died in 1945, they were sold by his brother Henry to Foyles, London for just £100.
Lots more to discover, I hope!