I may get yelled at here but there were no Indian Tribes in Ky in the late 1800's early 1900's. In fact it's been many hundreds of years since Kentucky was the Home of a tribe. Kentucky was mainly a "Hunting Ground" used by the Cherokees and Northern tribes from the Ohio River Valley. The tribes as everyone thinks when they say tribe went extinct in KY by the late 1700's early 1800's. And when they were active the Cherokee tribe was the dominant tribe in SE Kentucky. Remember the Trail of Tears in 1836. Quite a few (Thousands) were forced out and put on the trail. However there were a lot that managed to hide away in the Mountains of Tn(mostly) and Va and KY. Plus quite a few had married into white families and stayed on. That's why the connection is almost always with the Grt Grt Grandparents.
If your families are connected to the Brocks, Sizemores, Ashers, Colletts, Meridas and some other lines that came to Ky around 1820 or earlier chances are there is some Cherokee Genes in you. They show up more in some than others.
There is another tribe that I can think of that was/is here though it was never here as a "Tribe" per se. It arrived here as a family. The Bowling/Bollins are descended from Princess Pocahontas and the Powhatan tribe. I believe they hail out of Eastern Va mostly.
If you have a question about a specific person then I would look at the Indian rolls that they have in a place called Cherokee, Tn. I forget the exact name of the work but someone a long time ago compiled sort of a census/ genelogical work on the Indians. I don't know if it has been digitized yet but they have the books down in Cherokee. It's a place in the Smokey Mountains. I know that my Grandmother Lucy Merida is in it. And her mother and so on. For some reason I want to call it the "Dawes" Commission. I do know these are very thick books and contain many thousands of names and family lines. They cover most of the SE states of the country including KY. Perhaps someone out there knows the real name of that body of work and can help.
I know I used the word "extinct" above. I meant no offense. I know that some small groups of Indians were able to survive as a group and preserve their customs and traditions in Va and TN. Some of these groups may have come to KY as a group at an early time. But with the sentiments at the time I doubt that they advertized it.