I'm sorry for the delay in answering your question.I just did a total search through the messages on this forum and spotted your message.
The parents of John Coldiron, who married Sarah (Sally) Brock, were Conrad Coldiron and his wife Rachel Hendricks.We believe John was born abt. 1791 in Rowan County, NC -- possibly Ashe Co., NC.Conrad moved his family to Knox Co., KY (to the area that is now Harlan Co.) in abt. 1808.John and Sally married in Knox Co., KY on 13 Mar 1811.You are correct in that Sally was a d/o Jesse Brock and Rebecca Howard.
Conrad Coldiron was the second son of Johan Georg Kalteisen (George Coldiron), who emigrated to America from Germany in 1750.I have much more on these families in the Coldiron database, and these families (i.e., JGK, Conrad, John, etc.) are covered extensively in the Coldiron Family Genealogy Book published in 1998.
I have very little information on the Pennington family.For many years we have been trying to figure out the ancestry of the Ann Coldiron who married Aaron Pennington.Today, this remains the most elusive mystery of Coldiron research.