Since the last post, I have been given some more information that may help others.
Henry Levy/Levi's first wife was a Grace, last name unclear yet. Some suggestion there might have been a second wife per another researcher, but unclear on the details.
There have been some early Baptist Church records from Pitt County, North Carolina for the period 1790 to 1810 that apparently survived that show again a close family relationship between Alexander Levy (wife a Parker), and Henry Levy and wife Grace.Very suggestive of the father and son relationship.
On the family origin, this trail seems to be backing up the Scottish history with Alexander apparently settling in the Carolina's with other Scotts of the times.
If there is a Hebrew connection, it would have to have been substantially further back.
I hope this data helps others.There is also an entire other group of this Levy family descended from the other apparent son of Alexander Levy/Levi----Alexander Levy/Levi Jr. whose branch I believe eventually went on to the Florida area.
Best to all!!!And if you run into more data, please share.