If the person you are seeking is the following, you might be looking for the divorce in the wrong state.
Joseph Guy GRANT b 1-18-1877/78 KS; d 12-16-1941 AR
He resided 1900 Lincoln OK, single, and 1910 [m 3yr to Mary] Lincoln Co OK...both m 2x. Their dau is Carrie Grant HOOPER [res Bowie Co TX 1940]...then m11-26-1948 Ellsworth E SPRAGUE, Miller Co AR; she d 7-9-1966 Dallas Co TX
He was in the military from 11-1899 to Nov 1902. Altho he is listed 1900 Lincoln OK, I think it is also he 1900 Phillipines, single....maybe he was home on leave.
So he was divorced bef 1906/7.Did he and Annie have ch?