I find nothing that indicates that Mary Pryor (b. 1891) was born in OK; every census / document that we find her on has TN as her place of birth. (Findagrave is not generally a reliable source of information but a good starting resource that must always be verified.) You may have more information that supports that belief and, since there is no 1890 census, I can't be certain where the family was over that time frame.
Regardless of where you think she was born, she and her family are NOT on the Dawes Roll in Indian Territory which is the foundation citizenship document for the Cherokee Nation in OK. This does not mean that you don't have a heritage of Nation American in your family.
The areas that we do find her & her hubby's family in Tennessee ARE areas that had a Cherokee population before their forced removals in the 1830s; these same areas did have a number of Cherokee people who did not remove to Indian Territory. You can find these names online in various sources. The Cherokee people are VERY well documented and so finding a connection, if any, might be possible for you...just might be several generation further back than what you may think now. You might want to start in Marion County / Sequatchie County genweb / rootsweb / usgwarchives & then TN State Archives to find lists of those who remained.
In case you don't have these census reports for this family:
1900 Rhea Co
1880 Marion Co.
1870 Marion Co
1860 Sequatchie Co
I think that you have her & her sister's death cert. They have their mother's name as Hidgeon / Higdon --- you might also look at the Hixon / Hixson family in those areas - that's a similar name in sound. You can see on the census that some of these people did not read & most all could not write - this usually means no written records so all was done orally. For example, we find Mary's father listed on her death cert. as Herman but find him as Harmon on records.
Marriage records, if you don't have:
1) Mary Pryor m John Millcan 15 Jul 1904 in Rhea Co., TN
2) Mary Pryor m M C King 17 mar 1918 in Rhea Co., TN.
1) Georgianna: m. John West 24 Dec 1891 in Rhea Co., TN & m. Horace Dillard 21 Dec 1906 also in Rhea Co., TN.
Her marriage in 1891 in TN is also a fact that led me to believe that your Mary was not born in what's now OK. I just don't believe that a young, unmarried girl, Georgianna, would be left behind, that the year she married Mr. West family and the year that Mary was born would be the same as the year the family undertook an arduous & dangerous trip to Indian Territory? Possible as I said, but certainly not probable. (Mary b. 03 Dec 1891 & Geogianna m. 24 Dec 1891)
Hope this helps you abit to narrow your search further - you may need a field trip or two to check paper records in those counties for what you cannot find online ... Salt Lake City / LDS might also be a source for records for the early 1800s. But again, the Cherokees are almost always "findable" in existing records...just don't look in OK!!