I think he was illegitimate, perhaps brought up by mother and stepfather, or "adopted"by family, perhaps his mother died in childbirth, all sorts of scenarios are possible. It will take time, but you may find out in the end!! Have you checked wills of Bulley names in that area? Property transactions, that is where I found my missing ancestor, similar circumstances, no baptism under the name we were searching, baptised under fathers name, married under "fathers" name, then reverted to mothers name when baptising children.
In our case, I think both parents died, and children, 2 of them, brought up by fathers family. Only found out mothers name from an affidavit with sale documents relating to a property which was sold by his son. Good luck.
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