I've trawled through the newspapers and, although there are a lot of mentions of Henry Marsh Allen (usually at H. Marsh Allen or just Marsh Allen) there is nothing which could be called biographical, except for the mention of him being born in Lancashire. He did own a racehorse in 1910 called Andrew Smith, but, when asked, he had no idea why the horse had that name! He is variously described as talented and handsome and there are quite a few pictures, but other than being able to make a list of the plays he appeared in and where, I don't think the papers will provide an answer. I was hoping there might be an obituary, but I didn't find one. There are a couple of Ancestry trees which seem to have his death as 5th January 1928 in Brissago, Ticino, Switzerland, but there is no idea of where that came from. I've tried to find mention of a death in a 1928 paper, but with no luck.