Hi there, distant cousin! I'm a descendant of Effie, also, and though I realize that you posted this note seven years ago, I'm hoping that you're still around on GenForums to receive this note.
I'm still searching for the Cherokee connection, but so far I'm coming up empty handed. Effie's parents were Richard Keithley and Mary Mugg Keithley. Mary was from St. Mary's County, MD, born to Thomas N. Mugg and Mary Davis. The Mugg line descends way back into St. Mary's History, with marriages into the Greenwell, Hayden and Mattingly families, to name but a few. I haven't found much on the Davis family yet, though, so I'm wondering if that's where the Cherokee roots might be. I've ordered her 1896 citizenship application to the Bureau of Indian Affairs to see if I can get any information there. Not even sure it's the "right" Sarah Effie Cole...she used her married name, not her maiden Keithley name.
Lastly, I wanted to share with you that I have a photo of Effie...a bad photocopy of a photocopy of an old photo scotch taped in someone's album. It came from a descendent of one of Effie's other children...Charles Richard.
Looking forward to hearing back from you, if you get this message, Fay. Please feel free to shoot me an email and I'll send you Effie's photo, and / or photos of Mary and Richard's gravesite!