I have no idea on the "wife of Sitting Bull" part but I do have a Martha Ann Bugg married to James Maston Stephens. He was born Jan. 13, 1832 in Hickman Co., KY according to his tombstone at New Chapel cem. Clinton, Hickman Co., KY.
They married November 15 1853 in Hickman Co., listed as Stevens instead of Stephens.
I have Martha Ann Bugg as born Aug. 2, 1836 Hickman Co., KY according to tombstone, same place as husband. She died Nov. 10, 1877 of pneumonia. Her parents were Sherwood Bugg & Rosanna Long from Henderson Co., KY before settling in Hickman Co., KY. Bugg line from New Kent Co., VA. Haven't gotten anywhere on Long line. Just Rosanna's parents as John Long & Catherine (last name unk.)
Martha Ann Bugg's siblings were; Jonathan Bugg Catherine E. Bugg male Samuel Green Bugg Rosanna Jane Bugg James R. Bugg (Martha Ann) Amanda M. Bugg Lucy Ann Bugg
This is most interesting, let me know if any of this rings a bell? Peggy.