Hello Ewan,
I couldn't see a marriage for them in the IOM. See the IGI on FamilySearch.org, and
Brian Lawson's marriage index at: www.iomfhs.im/lawsons/marriages/co-01.html
There are a number of other Cox entries there.
I had a look at the 1901 census on Ancestry, and the only Maud Cox I could find was aged 21 (not 23) b.England. There were other Cox entries there as well. www.iomfhs.im/lawsons/census/c01-co.html
In 1901 William H was Marr 60 Electro plater, and Alice Marr 40, at Rose Cottage, Braddan. Both b.England.
You might find this marriage and his first wife's death on www.freebmd.org.uk/
e.g.
Surname First name(s) District Vol Page
Marriages Sep (quarter) 1891
Broom Alice Mary Lewisham 1d 1799
Claydon Jesse James Lewisham 1d 1799
Cox William Henry Lewisham 1d 1799
Wheeler Alice Lewisham 1d 1799
This is bad luck with two possible Alices on this page.
Marriages Jun (quarter) 1893
Cox William Henry Kensington 1a 164
Dawson Alice Harriett E Kensington 1a 164
I'll leave you to go through the rest - there are at least 6 more for William Henry Cox to Alice between 1891 and 1901.
I can't see them in the IOM in 1911: www.1911census.co.uk
Sue