All we know from the paper trail so far is that your William said he was born in Lancashire (1841 census) and that he was buried as a Catholic. If he was raised as a Catholic he would still have married in the C of E because Catholic marriages were illegal from 1754 to 1837.
With regard to the children of William and Mary Hale - were all the baptisms you found after 1802? If so, then this is probably the marriage of that William and Mary (well after the birth of your William):
Marriage: 6 Dec 1802 St Peter and St Paul, Ormskirk, Lancashire, England
William Hale - this parish
Mary Burrows - (X), this parish
Witness: Richard Woosey; John Hankin
Married by Banns by: Will Naylor Minister of Altcar
Register: Marriages 1784 - 1812, Page 190, Entry 762
Source: LDS Film 1849664
There's a bap for a Mary Burrows in Ormskirk in 1782 - if that's the same Mary Burrows, she is too young to be the mother of William Hale (b 1795).
I just think you need to look at the RC baptisms for St Anne's.
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 Merry
"Something has been filled in that I didn't know was blank" Matthew Broderick WDYTYA? March 2010
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