Some sources believe she is the daughter of Nathan and Elizabeth Hale. There are also spellings of Hail and Haile as well in Madison Co., Missouri.

(the following is an EBOOK downloadable online)
A History of the State of Oklahoma, Vol. 2, by Luther B. Hill, page 136
" Mr. Wells married, in April, 1873, Liddie H. Davis, daughter of William and Sallie (Holt) Davis. Mr. Davis was a full blood Creek Indian and his wife was white. They were the parents of two children, Mrs. Wells being the only one who lived to maturity. After the death of her husband Mrs. Davis married John Simmons, also a full blood Creek, and they raised one daughter, Melvina."
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Sarah married first Michael Shetley. This was proven by the Dawes application of their son John A. Shetley who stated that his parents were Michael Shetley and Sarah Davis. Davis being the surname of Sarah's 2nd husband and she continued to use this surname the remainder of her life.

Sarah and Michael Shetley's oldest son, Peter W. Shetley, was born about 1838 in Missouri and is listed in the 1850 census of Polk Co., Arkansas. A marriage record for Sarah and Michael has not been found. However, a marriage record for Ambros Holt and a Mary Shetley was found in Madison Co., Missouri for 1838. Ambrose Holt and his wife Mary Shetley Holt are living 2 doors down from Sarah Davis in the 1850 Polk Co., Arkansas census. From the age and birth place of both Sarah and Ambros' children it appears that they came to Arkansas about 1847. See the 1850 census information below.
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Name: Michael Shelley [Michael Shetley] (indexed as Shelley)
Home in 1840 (City, County, State): Madison, Missouri
Free White Persons - Males - Under 5: 1 (Peter W. Shetley)
Free White Persons - Males - 20 thru 29: 1
Free White Persons - Females - 20 thru 29: 1

The following shows the Shetley and Holt names listed in the 1840 census of Madison Co., Missouri
1840 Madison Co., MO census:
William Shetley
Adam Shetley
Michael Shetley

1840 Madison Co., MO Census:
John Holt
Ambros Holt
William Holt
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1850 Polk Co., AR - US Fed. Census
Roll M432_20, Page 236, Freedom Twp., 29 Oct.
Family 148
William Davis, age 23, M, Farmer, b. GA
Sarah ", age 28, F, b. KY
Peter A. Shetley, age 12, M, b. MO
John A. Shetley, age 8, M, b. MO
Susan E. Shetley, age 6, F, b, MO
Michail J. Shetley, age 3, b. AR
George A. Davis, age 3/12, b. AR
Andrew Jackson, age 33, M, Miller, b. NC

Family 150
Ambros Holt 33, M, b. TN
Mary Holt 33, F, b. MO (Mary Shetley)
Arabel Holt 9, F, b. MO
John A Holt 6, M, b. MO
Isabel Holt 4, M. b. MO
James R Holt 3, b. AR
Belia C Holt 0, F, b. AR
John Hott 20, M, b. KY
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1860 Polk Co., AR - US Fed. Census, July 6
Roll M653_48, Page 651, Freedom Twp., P.O. Dallas
385, 387
Sally Davis, age 37, F, b. KY
Amos ", age 10, M, b. AR
Lydia ", age 8, F, b. AR
Clement ", age 4, M, b. AR
Malvina ", age 6/12, F, b. AR
John Shetley, age 18, M, Farm L., b. MO
Elizabeth ", age 16, F, b. MO
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Carr Creek Cemetery, McIntosh Co., OK
Sarah Davis
d. Jun 1, 1892
age abt 70y