I am also researching the COX and DOLLARHIDE surnames. I have a Thomas Cox married to Mary Dollarhide, probably about 1806 in North Carolina, possibly in the Randolph Co. area or maybe Rowan Co. (that vicinity anyway). Mary was born between 1780-1790 in NC. She and Thomas Cox moved and are in Wayne Co., Indiana between 1810 and 1813. Their oldest daughter being named Eutha or sometimes seen as Youtha leads me to suspect that Mary's parents are Asahel Dollahide and Eutha/Youtha Williams. Asahel has three daughters and no sons yet in the 1790 Census. I suspect our Mary is one of those females.
About Thomas Cox, my research has lead me to believe that he was a son of Thomas Cox, Sr. who is living in Rowan Co., NC in 1810. Thomas Cox, his likely siblings, and his children are allied with the surnames ROBERTS and RICH and I suspect they were Quaker prior to moving to Indiana.
I've constantly been frustrated at the amount of coincidences, great leads/clues, and very likely to be true assumptions ... but I haven't been able to come up with anything concrete.
Any chance you might have more info that might help? Please email me directly at email@example.com. Thanks!