Jane, I found with dismay in reviewing my posting to which you replied that I made an error in referring to Susannah or Catherine Susannah, the immigrant William's second daughter, as a Jones.She appears in fact to have been a Blakey by marriage and, as your family lore holds, the mother of your ancestor Churchill Blakey.Her husband's name was not necessarily Thomas, however, and appears most accurately to be described as "unknown."
To begin with, I think we can dismiss the Thomas Blakey to Margaret Jones marriage of 1686 as being relevant.For one thing, it seems highly unlikely that they would have named their son Churchill unless there was a Churchill family connection.Besides the evidence that she was from Wales, there is the fact that her age rules her out as a daughter of William Churchill the immigrant.There are no other candidates or evidence for a Churchill father and a prior marriage.
William the immigrant was born late in 1649.If he, for example, married at age 19 and had a daughter at age 20, that daughter would have been only 15 or 16 at the time of the Blakey-Jones marriage in 1686.It is virtually impossible, therefore, that Margaret Jones could have been William Churchill's daughter with a prior marriage and widowhood before she married Thomas Blakey in 1686.
"Genealogies of Virginia Families," Vol. 1, p. 815, says of William, referring to his first wife Mary, "by whom he had, probably, Mary, who married Capt. Roger Jones and had issue Churchill Jones and Susannah Jones, named as legatees in the will of William Churchill (and) a daughter who married Blakey and had Churchill Blakey."
The second daughter appears to be Susannah or Catherine Susannah, as she is named in other sources including your family lore but most importantly in William Churchill's will, which in its inventory names "Susannah Churchill's work."
So William Churchill's will establishes that a Susannah Churchill existed, and while we don't apparently know the precise source for the belief that she was William's second daughter, this is certainly plausible (since she had "work" named in his inventory, she was clearly an adult and not a child who subsequently died and thus was omitted from the genealogical record).
An intriguing bit of information that is not actually germane except perhaps in a very general sense is that "Virginia County Records," Vol. VI, Part I, shows "Churchill, Mary, tr. by Thacker Baldwin Middlesex Co 7 Nov 1700.""Tr" is "transported."Settlers were given 50 acres of land for each person brought over.The publication says that the date in a large number of cases was probably not the year in which the person arrived but the year in which the colonist made application for his transport grant.
It's possible this is William and his first wife Mary's eldest daughter, perhaps left in England with relatives when they re-located to America.
As to William's will, I don't have a copy of it, and the quotations from it that I have seen don't name Churchill Jones and Susannah Jones, so I don't know if the will confirms their existence or not.But for your purposes the more important point is that a reputable source says that William's second daughter married a Blakey and had Churchill Blakey and that there is some indirect evidence for this in the will.
A fairly extensive description of and quotation from the will is found in GenForum posting 1777.This posting does not contain the inventory, but I have quoted the will's reference to Susannah in full above.
Hope all this helps.