U.S. States: North Carolina: Wake County
I don't know where in TN they were but believed siblings of Annis Nichols who m Lemuel Cole were William, Turner, and Allen. Turner is on the 1840 census of Maury Co, TN At least Turner and Lemuel were in TN between 1833 and 1837. There was an Asa Nichols and Frances Nichols in Maury TN by 1835 but don't know how they may have been related.
This Nichols line goes back to William Nichols b c1725 Wake Co NC or Lunenburg Co VA, d1795 Wake Co NC; he married Sarah Bowden c1747 in Granville Co NC or Lunenburg Co Va; Sarah was the dau of William and Elizabeth Bowden; Sarah was b c1728 and d c1800 Wake Co.
I have just begun to work on this line and there are so many Nichols with the same names it is very hard to separate them. In the Durham County History by Jean Bradley Anderson the Nichols family is said to have come from Middlesex Co, VA, which is on the Chesapeake Bay. Hope some of the above helps.