You seem NOT to have either carefully read or appreciated what this secondary source says, as it offers essentially NO SUPPORT for the asserted marriage.
First, UNLIKE the other marriages listed, NO DATE is given for this purported marriage, most likely because the basis for inclusion was NOT an inspection of the Cumberland marriage records, but provision of SPECULATIVE information to the author.
Second, various COE descendants are ascribing various dates of 1806, 1807 and 1808 to this purported marriage and are asserting that John COE married Nancy SCOTT in Surry County, NC. WHY, pray tell, would there have been a marriage bond (with NO DATE) appearing within the records of CUMBERLAND COUNTY, KY, which record is now alleged to be lost by fire?? This is simply ABSURB!
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Can YOU or anyone else who is a proponent of this probably SPECIOUS ascription identify any VALID EVIDENCE which would support a marriage of John COE and a Nancy SCOTT, because what you identify is essentially NO EVIDENCE and would be a basis for honest genealogists to DELETE the surname "SCOTT" and to reexamine the primary evidence which actually probably supports a correct ascription!
It appears to me that someone made out a purely circumstantial case for this ascription, but that the circumstantial evidence is now long forgotten. Once the ascription found its way into print, careless and unexacting famliy historians simply COPIED the asserted relationship despite the absence of any real evidence and now having made the specious ascription everyone prefers to clingto it rather than admitting that they made a mistake!
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However, thank you very much for your reply! You have confirmed my worst suspicions about the absence of real evidence.