Dont worry I fully understand your circumstances. I am in the same boat with my gggrandfather according to the 1871 Census he was born U.S. America and the 1881 Census it states St... Americas. but cant find a trace of his birth or "alleged"
I have been contacted by a distant cousin and we are both descended from the same person, and stuck in the same spot.
I hope you have better luck in finding your long lost than I have with my rellies birth and parents. I can understand the frustration