Just noticed that you mentioned you have a little info on Nathaniel's family on up: I'll tell you what I have (which isn't much), so if you have more it would be great if you could let me know what you can add.
Nathaniel O. Derby b. 5 Feb 1809 m. Eleanor Jane Rhodes b. 30 Jun 1810. I have Nathaniel's father as an Unknown Derby, no dates/places/spouse/children listed (other than Nathaniel O). I have Unknown's father as James Derby (no other info) and mother as Mary (no other info, including no surname). I have 3 children listed for James and Mary (counting Unknown). The other 2 children of James and Mary Derby: Abiah Jean Derby b. 16 Jul 1790 d. 18 Mar 1874 (I have 2 spouses and one child listed for her) and Mindwell Derby b. 1795 d. 22 Oct 1844 (one spouse and 4 children listed). And of course I assume the father of James is another Unknown Derby. But that is all I have as far as ancestry of Nathaniel O. Derby, so if you have anything you can add please let me know!