As I recall, my wife also faced such questions. Even at the passport interview they insisted to ask about her grandparents key dates.
If she didn't know she just put 'not known'
After all the key info of both parents were given at the time of application for naturalisation (DOB, Place OB, Full name and Maiden Names).
Besides, not all parents actually get married.
As Graham suggests, if you are really concerned just give the Passport people a phone call.