It's a good mystery huh? What you says sounds generally correct, if not factually always correct.
Regarding Aggie Shepherd and others, living like an Native American and among Indians didn't mean Native American ancestry necessarily. I believe that's the case for Aggie Sizemore.
Also, I've heard my aunts & uncles talk about their ancestry, briefly as they only knew general brief oral histories, and those sorts of oral histories are common but often incorrect mathematically because if your 5th Great Grandfather was claiming in a oral history you are faithfully telling but not adjusting the numbers mathematically for; then George Sizemore's grandfather telling George Sizemore that he is 1/2 Indian leads to George Sizemore saying he is 1/2 Indian and this story gets faithfully repeated many generations later. In fact I can remember cousins and friends telling me when we was kids that they were one quarter Indian or one quarter Cherokee. They were just faithfully retelling an oral history without any of the generations of re-tellers adjusting the math to account for the new generations telling the story again. It's just an innocent storytelling mistake of childhood that isn't important enough to correct until and if one gets interested in genealogy. It's meant to be a story telling of what frontier life and Indian life was like and not a math class after all. People forget that.
My DNA results, having triangulated with many of his descendants, prove that George Sizemore could not of been 1/2 Indian as claimed in some oral histories. However, he was descended from a male Indian it was proven with the Y-DNA of multiple direct Y-DNA descendants of his.
He is my 6th Great Grandfather. On GEDMatch several "ethnicity tests" show that I have from 2% average Native American ancestry while FTDNA and Ancestry say I have none. FTDNA used to claim I had 2% Finn which would mean partial descent from some of the same Siberians that many (American) Indians descend from partially. FTDNA reclassified that to be Swede but Swedes have Laplander ancestry as well. If I take that Laplander ancestry into account then George Sizemore's Native American male ancestor might well of been a 2xGreat Grandfather and that makes Powhattan even more likely; see next paragraph.
So then, knowing that, his 100% male Y-DNA Indian ancestor was probably from the Powhattan tribe as the Sizemore surname traces back to Tidewater Virginia in the early 1600s.
I have read elsewhere though that someone, I forget who, state that it's likely the tribe was Catawba tribe from the Carolinas and it's possible too. I believe based on my DNA percent at GEDMatch and that George Sizemore was my 6th Great Grandfather that 100% / 6 = 16.6% average Indian DNA I would have on average. Him being 1/2 as he said would reduce the amount to 8.3% on average for me. That's not the case. If George Sizemore were 1/4 Indian (one of his Grandfathers was 100% Indian) then it would be 4.16% on average Indian DNA for me so now we getting close to my average GEDMatch results. A Great Grandfather as 100% Native American ancestor of George Sizemore would give me an average of above 2% Native American ancestry on those GEDMatch ethnicity tests and that's what my average is. Part of that is likely Laplander DNA though so reduce the average percent to 1% to play it safe. That lowers the range to 2x Great Grandfather of George Sizemore on average for me. So if George Sizemore was my only Native American ancestor then one of his 2xGreat Grandfathers, Great Grandfathers, or Grandfathers was the 100% Native American ancestor.
So, it's claimed, George Sizemore was born in 1750, so a Grandfather born about 1710 or earlier or more likely, a Great Grandfather born in 1690, a 2x Great Grandfather born in 1670 or earlier is the 100% Native American male ancestor of George Sizemore.
Looking at the tribes in the areas of those people lives means that ancestor almost surely was Powhattan (Algonquian language branch), Cherokee (Iroquoian language branch), or Catawba (Siouan language branch). If the length of time between generations was longer then a 20 year average and it probably was, the 100% Native American male ancestor of George Sizemore was born closer to a 1609 date that makes him more likely Powhattan. A birth date for him closer to 1690 makes him more likely Cherokee. Catawba weren't as widely dispersed as Cherokee so that's less likely but still possible.
Aggie Sizemore had to have even less, if any, Native American ancestry, based on my DNA ethnicity results at GEDMatch. That's not to say she didn't live in the wilderness using survival techniques learned from Native American tribes or even lived with a tribe for a time being, just that she had an even more distant or no Native American ancestor at all.
I consider this as solved as I can get this for myself personally. Unless official historical writing and records are discovered (not likely) or DNA analysis improvements are made (much more likely), I've gone far as I can with that old childhood story (the cousins and friends in question never mentioned George Sizemore at all or had heard of him either; (I first heard of him when my DNA triangulated with people that descend from him) they just mentioned just being one quarter Indian or Cherokee in general as you'd expect a kid repeating an oral history verbatim would do). Of course in hindsight as an adult doing genealogy you first realize they were just repeating a story that had been told over 100 years now.