Hi Sylvia , have been doing a little work for you in Australia , and have other people here checking things out . I have found this so far :

A Robert Clague and wife arrived in Adelaide , South Australia on January 17 , 1849 on the ship "John Woodhall" which left London September 15 , 1848. If the couple had come to Sydney in 1849 , there are fantastic records kept , but Adelaide had only been settled in 1835 , 47 years after Sydney and the information is limited .
Another confirmation that it may be them is a listing of unclaimed mail in the Adelaide newspaper "The South Australian Register" dated March 7 , 1853 searching for "Mrs Jane Clague"
This is on NLA - TROVE , if you want to look.
Then they seem to disappear , we have looked at other states but still nothing , checked usual variations Clegg etc but still nothing . From the will , the death of Jane was around 1890-1900 ? and she may not have had children ?
Do you know the names of Robert's parents ?
Another Robert Clague arrived Van Diemans Land (Now Tasmania) in 1845 as a convict .

Cheers

David Dwyer