John McKee, founder of McKeesport, Pa. (b. 1746 Ireland, d. 11 Jan. 1807) married, as his first wife, Sarah, daughter of Hugh Goben, and had, according to my records, which may not be perfect, two daughters, Margaret (possibly died 28 Aug. 1819 McKeesport) and Margery, who married William Thompson. I don't know anything more, but this should be verified. It could be that Margaret and Margery were the same person. By his second wife Sarah Redick (b. 1759, d. 11 Jan. 1807), whom John married on 26 July 1791, he had:David, b. 15 June 1792, d. 10 May 1793; John, b. 31 July 1794, d. 1860 Oakland, CA; Sally, b. 18 Aug. 1797, d. 25 Aug. 1824 Mobile, AL; and Redick, b. 7 Dec. 1800, d. 13 Sept. 1889. More on this family appears in Raymond McKee's _Book of McKee_, the 1889 _History of Allegheny County, Pennsylvania_, and in an article in _Western Pennsylvania History_ from around 1948.
Perhaps William Thompson moved to Lewis Co., KY. Guian/Gavin McKee (my ancestor), presumed first cousin of John, moved to neighboring Fleming Co., KY, in 1789. If you are able to verify what happened to Margery and William Thompson, I'd be interested in learning about them.