I have the same rumour in my family, if I have remembered correctly the only direct Stephenson descendants can come from George 's brothers Robert and John. He had another brother James I think who had no kids.
James married and had three children, Elizabeth, Mabel and Eleanor.
Elizabeth married John Forester Stenson and lived in Leicester but had no children. Mabel was unmarried and Eleanor died age 14 in Coalville, Leicestershire, where she was buried in the same church as her father.
see -
http://www.achurchnearyou.com/coalville-christ-church/David
