Nathaniel's will (on Ancestry) says he is 'formerly of', but I can't read the word!
There is the possibility that Ann Russ was a widow and therefore was not 'Russ' on marriage to Nathaniel.
Also as Fortune died in Gloucestershire, and Ann was from Somerset, then the marriage could have taken place in either of those counties. I don't know what percentage of marriage records from those counties are online.
Do you find it odd that Nathaniel gave Clara his first wife's name (as a middle name)?
Also, where does Catherine (b 1845) fit in?