My ancestor is Robert Sully of Bridgewater England, who emigrated to Hull, Canada in 1833. The family always said they were Huguenots, and claimed relationship to the Duke of Sully, who was a close friend and advisor (not brother as someone stated on the thread) to Henri IV (of Navarre), Huguenot leader and later king of France at the time of the religious wars. The connection to the duke is unlikely, though not impossible. The Duke's family originally came from the Bethune area in northern France, but I don't know if any Sully's from there are related. Robert Sully's wife was Mary Cross and they emigrated along with her brother Isaac Cross, and this may have been the Huguenot connection, since Isaac and Abraham were common Huguenot names, and less common in England at the time. The French names were often quickly changed for commercial purposes, Cross perhaps resulting from La Croix, La Crosse, etc. ALso I have seen Solley in Huguenot lists somewhere (I can't say where!). If your name has an e in it, there might be a connection.
Just some thoughts and info!
Regards
Robert