I think the Vance Arnold name came about when he was giving an interview to a reporter from The Sheffield Telegraph & Star.
The reporter thought Joe Cocker was a nonstarter as a stage name and talked Joe into using Vance Arnold. Names like Vince, Lance etc were commonly used for pub rock bands in the '60s.
Joe was a lovely man, very down to earth and dedicated to music, he wasn't interested in money.
One of the first big pay cheques he had from his manager, I think it was Denny Cordell, was in his jeans pocket when his mother decided to wash them.
Joe showed the papier mache to the manager and got a replacement. He was loved by very many people.