I don't know if she was his first wife, but he married Margaret Louisa Priest Tate in Yell County in 1869. I just found this family in 1870 and I'd bet, but can't prove of course, that this is Margaret and Henry and the census taker made a mistake with their last name (they were just a few doors down from Margaret's father Samuel Priest):

1870 Yell County, Arkansas
Just wonder if this isn't Henry and Margaret:
Montgomery, Henry 34 TN
Margaret 24 TN
John 13 TX
Mary 10 TX
Elizabeth 08 AR
May F. 07 AR