Interesting idea about Ann being a widow, but I couldn't find a marriage with a Nathaniel Gifford that would match. I don't think FMP has indexed all the Devon records yet. Maybe I will just need to search each Parish.
It seems like Nathaniel moved from Gloucestershire to Devon where he died and then the family moved to Somerset. I guess the marriage most likely happened in Gloucestershire or Devon.
Yes, it does seem strange to name a child after a previous wife haha. I don't think he had any children with Fortune. I always liked it as a name. My Grandfather actually met her when he was a child, apparently she witnessed the last public hanging.
Catherine seems to have been born after Nathaniel died. I have her birth certificate and the father is not listed. Later when she gets married she lists Nathaniel as her father. Maybe she didn't know who her father was.