In the January to March 1867 birth index Frederick Costello, Sheffield, West Yorkshire, volume9c, page 440.

In the 1871 census No. 20 Neepsend Lane, Brightside, Yorkshire.
Head John Costello, age 43, fell monger, born Manchester, Lancashire.
Wife Frances Costello, age 42, born Manchester.
Son James Costello, unmarried, age 22, driller for engines, born Bolton, Lancashire.
Son Alfred Costello, age 15, wood sawyer, born Bolton.
Daughter Alice Costello, age 13, born Bolton.
Daughter Jane Costello. age 7, scholar, born Bolton.
Son Frederick Costello, age 4, scholar, born Sheffield, Yorkshire.
Grandson Henry Capper, age 1, born Sheffield.
Visitor Sarah ??? Heath, age 30, born Owlerton, Yorkshire.
Visitor’s son George Henry Heath, age 3 weeks, born Sheffield.

In the 1881 census 21 Neepsend Lane, Brightside Bierlow, Yorkshire.
Head Frances Walton, married, age 49, born Manchester Lancashire.
Son Alfred Costello, unmarried, age 25, steel melter coker, born Bolton Lancashire.
Daughter Jane Costello, age 17, iron casters cors? maker, born Bolton.
Son Frederick Costello, age 14, steel roller, labourer, born Sheffield, Yorkshire.
Daughter Mary Ann Walton, age 13, born Sheffield.
{It seems likely John died, Frances remarried. Mary Ann may be from her new husbands previous marriage.]