It would indeed be great to finally piece them all together, and there is indeed time for John b.abt.1786 to have had a previous marriage/children prior to marrying Ann Butlin - but from the records he married Ann Butlin in Melton Mowbray 19 Nov 1829 and son Richard was baptised 29 Dec 1837 s/o John & Ann, born 1834 Mar 04. This would seem to rule out death of a first wife Mary in 1836. On the other hand the names Edward and Robert are further back in the ancestors of said John 1786, although have yet to show up in Johns childrens names or those of his brother William (wife Ruth). There are for example 2 other John Mills - one b.1797 s/o Edward & Mary, another b.1777 s/o Robert & Ann, 1st cousins to said John Mills b.abt 1786.
Could you perhaps indicate the data that convinces you why said Robert (b.1825) is s/o John (b.1786) & Mary (d.1836). Maybe the marriage data record for John & Mary gives clues to Johns fathers name or other info.
The only burial record I have for Wymeswold abt 1836 for a Mary Millns is 1836 May 06 age 64.
I look forward to hearing from you - Jeremy