Hi Judy, first I want to be sure we're talking about the same person. I found an Arthur Win [name probably truncated] McGhehey who d. Josephine Co. 21 April 1970 per death cert #5322, age =86; spouse=Ellen. Source OR Death Index.
An Arthur McGhehey was b. 13 Sept. 1886. Source: Social Security Death Index.
I used this info as the basis for my search. Authur [their spelling] Winfield McGhehey filled out his World War I Draft Reg. card June 5, 1917 when living in Roseburg, Deschutes Co., OR. He was b. Black Rock, Arkansas 13 Sept. 1886. He was an engineer, O. P. C. Co., Roseburg. He claimed an exemption from service because of his wife & 3 children. He was medium height & build with gray eyes & dark brown hair. He had previously served in the military as a sargent, infantry, 4 years, Oregon.
This must have been his first wife.
In 1930 Arthur and his family was living in Hillside, Klamath Co., OR. Arthur, b. AR [is what's on Census], 43, marr @ 28? (hard to read), ____ steam railroad; Wife Ellen, b. OR, 24, marr @ 17; Eva, dau, b. WA, 14; I. Relda b. OR, 12; Peter, adopted son, b. OR, 5; and Everett V. Ahleris, newphew, b. CA, 26, single, truck driver county roads.
I'd look at the Deschutes GenWeb web site, www.rootsweb.com/~ordeschut/ for his first marriage info. There is also a Deschutes County Historical Society, Genealogical Committee, PO Box 5252, Bend, OR 97728, 541-389-1813.
For his second marriage, I'd contact the Klamath Basin Gen. Soc., 126 S. Third St., Klamath Falls, OR, 97601.