This is a long shot that may help those looking for William McConnehey and my research on my Miller family. I have seen this thread several times in the last few years and never made the association.
In 1787 John McGaughay (Sp variations) was granted 200 acres near the Beaver River in the Donation Lands. This property is now in North Beaver Twp Lawrence Co Pa, about a quarter mile west of the Beaver River, about 2.5 miles north of Wampum Pa. It still can be seen in the fence lines on Google Earth.
This property passed through a couple of owners until it was purchased by John Miller Sr in 1801. John Sr died and left the property to his sons John Jr and Michael Miller. When Michael died he left his half to his children. In 1863 Michael's half of the original grant passed out of the Miller family. This deed shows that his sons Alva, William, Joseph, James, and Harvey moved to Adams Co Indiana, where William McConnehey was living. The Miller "Boys" are buried in Clark's Chapel Cemetery in Union twp Adams Co. Indiana. Their farms were all located within miles of the cemetery
While it may be a coincidence, the families may have had long ties going back to the 1770's.
If any one would be interested in exploring this possibility, I am willing to share the documentation that I have on the Miller family