I don't have more on Alfred at all. He doesn't have a death certificate on 1903 -- 1940 TX death index microfilm that I recognize.
There is a lady with a Pemberton database on Rootsweb WorldConnect, who maintains that Alfred and Nancy Caroline had two children, and that Ida Jane Holly was Alfred's second wife. Our Pembertons are peripheral to her main interest. I've not verified all the information she has, but so far, so good. She believes that Alfred and G.W. (aka Gideon W., George W., or Washington) were brothers, the sons of Gideon Pemberton and Mahala Koger, and that all show together on the 1850 Dallas Co., TX census.
I'm not a Pemberton, but it looks like Elizabeth Ann "Liza" Porter who married G. W. Pemberton was the sister of my gg grandfather Benjamin Franklin "Frank" Porter. It looks like Nancy Caroline Gray who married Alfred Pemberton was the sister of my gg grandmother Elizabeth Ann "Bettie" Gray. Bettie Gray was Frank Porter's wife.
Would love to exchange information, if you would like. I believe I've found Nancy Caroline Gray's family on the 1850, 1860, and 1870 censuses.