The following data is extracted from A History of the Pioneer Families of Missouri - Warren County.
When Robert Gray was a small boy he lost his father, while they were moving from North Carolina to Tennessee. He had four sisters Polly, Dorcas, Elizabeth, and Jane. After the death of his father, his mother proceeded on her way to Tennessee, with her children; and they remained in that State until 1809, when they came to (now) Warren County, Mo. During the Indian war they lived the greater portion of the time in Castlio's Fort, in St. Charles County. Polly Gray married Rueben Thornhill, Dorcas. Barney Thornhill and Jane Bryant Thornhill, all of whom were early settlers of Warren County. Elizabeth married Job Stark, who was also an early settler of Warren County. Robert married Elizabeth Liles, by whom he had James, Milton, Henry, Elizabeth, and Jane, only a part of whom lived to be grown.
Source: A History of the Pioneer Families of Missouri - Warren County