In a wonderful example of displacement activity (should be working) I was browsing through your Kermode/Gorry thread of a couple of years ago. Have you already seen and discounted the IGI baptism of a Catherine Kermode baptised 13 December 1886 in Kirk German? Only the mother's name is given - Alice Kermode.
Is it a possibility that Catherine was born to Alice Maud (& possibly Allan Gorry) before marriage, especially as Alice would have only been 16 at the time of the birth. I might be getting a bit creative here, but the couple could have moved to Liverpool sometime between Catherine's birth and the birth of the next child, and either lied about Alice's age so that they could marry without parental permission (she wouldn't be 21 until 1891, or 1888 at the earliest) or waited until she really was 21. I prefer the first, given the quoted census ages.
I suppose I'm saying - have you tried looking in Liverpool for a marriage later than 1886?