I'm a little confused, so please forgive me if I'm wrong. But do you mean that "Hugh, John and Robert had another "brother", Alexander, who moved to and stayed in Kentucky.
My Alexander Miller b. 1802/1803 is supposed to be the son of Hugh Miller. There is another Alexander Miller b. 1821 in TN, married Mahalie Phillips. Per John Sroka, who has done extensive research, this younger Alexander is the son of the first. He remained in Arkansas, when the older Alexander, along with his wife Lydia Sisco, and son John H. Miller (who was born while in Arkansas) returned to Kentucky.
If my information is incorrect, PLEASE, let me know.
Thank you!