Hello Joanne - I have not yet found what happened to Stephen and Margaret but I have found some other information that might help track them down.
First of all I have entered the marriage and the details of the four children into my database so that I can keep track of what we find.
Now then, I find it a little unusual that Stephen and Margaret married in 1791 yet their first of only four children does not appear until 1796. There may be a number of reasons for that but it is still worth noting.
I considered the possibility that Stephen had been previously married as there was another Stephen with wife Joan/Jane baptising children at Paul just prior to Stephen and Margaret. So far no burial has been found for Joan/Jane so I am still unsure.
No sign of Stephen and/or Margaret in the 1841 or 1851 Census so at this point I would be suggesting that they are both deceased. And on of my 'finds' might just prove that.
As I could not find Stephen or Margaret I turned my attention to the children. You have a few details about Ann and searching for James or Richard is perhaps a little too challenging at this stage of proceedings.
But Rosetta is a nice name to look for as there aren't quite as many of them!
So a search of Marriages and I found only one of any particular interest:-
Thomas COLLIS married Rosetta BARNES at St Mary Lambeth, Surrey 20th July 1839
And Rosetta said that her father was Stephen Barnes, pilot, deceased!
Thomas Collis was a 'Herald Painter' and was widowed with quite a number of children.
Next step was the 1851 Census which I decided on first because of the additional detail.
I found Rosetta at Westminster in London. She was widowed by this time and had two children with her.
In 1841 Thomas and Rosetta were at St Margaret, Middlesex.
In 1841 Rosetta was 40 and in 1851 age 50 so as she was baptised in 1799 this is close enough to suggest it is the same girl. And just to help verify that I did a search for any Rosetta Barnes born between 1795 and 1805 whose father was Stephen. And the result was - just the daughter of Stephen and Margaret at Paul.
And now for the part that might help track down Stephen and Margaret.
In 1851 Rosetta gave her birthplace as DEVON. We suspect that is not correct given she was baptised at Paul BUT on the other hand it may actually be correct.
Stephen Barnes was a 'pilot' and it does appear that he moved around. Ann was married at Maker which is right up opposite Plymouth and then we find Rosetta saying that she was born in Devon.
That suggests that Devon may be the place to look but unfortunately records are not so easy to come by.
There are some Devon records available and there is a Devon OPC so a bit of searching and enquiring might turn up something.
I will do a little more work on this tonight and see what more I can find for you.
CT