I've already had some extremely interesting correspondence arising - of which possibly more later - and furthermore, decided to subscribe to the IWCP beta archive in connection with this and other research. The latter so far hasn't told me anything radically new about Maxwell Gray, but it's revealing a few characteristic snippets.
"Why some pen-names were chosen" is the title of an interesting article in a recent number of Cassell's Saturday Journal ... Our distinguished Island novelist, "Maxwell Gray," says she does not know how she came to select her pen-name.This is a typically information-free answer from MG. I really can't tell if she was obfuscating, or she really just wasn't that in touch with her own thought-processes.
- Town and Country Notes, IWCP, 30 September, 1899 (reproduced as fair usage, Isle of Wight County Press Archive archive.iwcp.co.uk).
However, the archive revealed some nice details concerning identification of a couple of minor characters in MG novels. See Some characters tracked.