My Alexanders left Chester County, Pennsylvania by 1778 to settle in North Carolina. Although I did do a little research of the surname (and related families) for the several decades after they left, I do not remember seeing your Sarah Ann Alexander who m. a Wherry.
Have you checked church records for either her marriage (that might name a parent) or her birth (which would definitely name parents)?
I found some family information in a book "Early Church Records of New Castle County" and then I wrote to the church for a copy of the original record.
There is also the New London Presbyterian Church which is/was on the main route to New Castle, Delaware. If your family lived closer to that church they might have gone there.
Sorry I can't help with any definitely information on your Sarah Ann Alexander.