Dear Joan , this confusion often happens to us when we are tracing our families so you are not alone! I have a suggestion to make to you which really helps people. Make a timeline, in other words start with yourself like this.
Joan date of birth/place of birth
sibligs if any dob/pob
parents marriage date and place
siblings if any dob/pob
grandparents marriage date and place
and so on. Notice where you have blank spaces and put a question mark beside anything you are not sure of. This will help you avoid tracing someone who is not related to you. Include the origin of your information, for example is it a church or state record.
When you have this done, you will be clear about what you have and can depend on and what is a bit shaky and needs further investigation. It will also show you how much you do know already!
Sometimes it is easier to access records/iformation about a related person who may lead you back to your direct ancestors. Your timeline should also show you this. This method may take a full evening but you will never regret the time you spend on it and it will save you countless hours down the road.
Never underestimate the value of contacting 'cousins/in-laws' in the country you live in who may have knowledge of family stories unknown to you. Visit if possible, if not write/email/phone. Even if the initial contact is diappointing, sometimes people remember things later.
The information you found re. Julia, Vol.... refers to a set of paper records. the site should tell you what records they are and where they are kept. You may be able to request a copy of the records. This usually incurrs a small fee.
You may be running into some difficulty here also because of the way births like Margaret's were treated in times gone by. Does the mother's address/place of residence give you any information? Was Julia living with a family or was she living in a church-run mother and baby home?
Let me know what comes from creating a timeline and if you can discover anymore about the circumstances of Margaret's birth.
And don't give up hope! I remember well finding thousands of John Hurley's (my granuncle) in the US records and being totally disheartened until I gave up looking for him and found his wife instead.. and via her finding a longlost first cousin of my mother.
Warm wishes
Martine