Looking for Descendents of Jem Belcher Prizefighter

I was always told that he was an ancestor through my grandfather, Harry BELCHER born in Exeter in 1888, to Wallace Belcher and Fanny (nee GOODING).
Grandad was born in Sun Street, Exeter, which I believe was a very poor area, long ago demolished. He married Rose ELSTON around 1917
Similarly, that the Belcher family has Romany heritage. I don't know where to start looking for this.