Have you checked this death:-

Deaths Dec 1857
Davies Harriet Abergavenny 11a 52

If she died very shortly after the birth of Sophia, and her family registered the death, then it may be that they registered her in her maiden name. Also, if someone in her family took the children, (her parents for example) they may have been known as Davies, and for them to get that name in the workhouse, someone had to give it to them. So, did the older one know her name, but did she think it was Davies. All supposition of course, but it could be possible. I will put my thinking cap on, and see what pops up, you never know.