Sounds much like the situation I was in for 20 years. If you or your living relatives are interested, don't give up the hunt. What solved the riddle for me was a query I had posted. It was spotted by a fourth cousin who had been working downward from our common ancestors. She said, essentially, "We've been trying for almost 30 years to figure out what happened to James." And indeed, by matching my father's shaky memories from his own early childhood to the information she had, it was clinched without any remaining doubt.

Of course, when one "wall" is removed, you always find another. James son of Abraham, son of Nicholas... Nicholas was born in New York in 1783 or thereabouts, and ended up in Canada among the Loyalists. He was married twice and had numerous descendants, so a lot of people have worked on his ancestry for a long time. We're now pretty sure he was son of Nicholas Jr. who was son of Nicholas Sr. (Yes, 3 Nicholai) both of whom fought with the Loyalist Butler's Rangers in the Revolutionary War. But the ancestry of Nicholas Sr. has never been established to anyone's satisfaction. He was apparently of German descent, but how many generations had been in America is not clear. Records are poor and conflicting, mostly depending on wills and land sale records which are never really specific.