I'm sorry it took me so long answering your query, I have been quite sick these past months & haven't felt like answering queries.
There is no proof that Penelope McMillan was married to Anbrose Pelham, Sr.Edna Manning of Barnwell County, S.C. wrote about the Henry W. McMillan family.She is the one that indicated Penelope McMillan married Ambrose Pelham, Sr.George Butler McMillan told my Great Aunt Nell McMillan that Penelope McMillan married a Pelham, but not which Pelham.
Mrs. Manning indicated that Ambrose Pelham, Sr. was married 3 times.1st wife's name unknown, 2nd wife Penelope McMillan, 3rd wife Lydia.Some people believed that Lydia was Lydia Kirkland.As far as I know Martha Lydia Kirkland married Seth Thurston & moved to Ala.Helon Day, of Georgia, believes that Lydia who was married to Ambrose Pelham, Sr at the time of his death was Lydia Richardson.
After Ambrose Pelham, Senior's death Lydia Pelham married James Thurston.My 4 great-grandfather was Henry McMillan Thurston who married Elizabeth McMillan, daughter of Henry McMillan of the old Barnwell District, South Carolina
Some Pelham descendants that moved to Fla. indicated to me that they had proof the Penelope McMillan married someone else, but they never sent me any proof of this.I have since lost their email address.