According to Clayton Cox, who was a meticulous researcher, and a well known authority on the Caudill family and author of "Appalachian Crossroads" (3 vol set dedicated to Caudills), Jeptha 'Jep" was born 4 feb 1889 and d. 23 may 1951 ... and was the son of Jeremiah P. Caudill and Nancy Campbell. Without going into a great deal of detail, I will outline the ancestry from there.
Jeremiah P. was the son of William J. 'Stiller Bill' Caudill and Nancy Dixon.
'Stiller Bill' was the son of William Caudill and Nancy Craft.
The last William Caudill mentioned was the son of James Caudill and Mary Adams
James was the son of James Caudill and Mary Yarborough
The lastt James mentioned was the son of Stephen Caudill and Mary Fields, both b. Scotland in the 1680s.
Back to Jep; Clayton has that he was married 3 times.
Jep md (1) on 24 apr 1907 at Magistrate T. A. Dixon's in Letcher Co, KY to Mary Jane Halcomb b. 28 jan 1887 Letcher Co, KY, d. 31 dec 1912, dau of Anderson Halcomb and Martha Caudill (Martha's ancestry in noted). They had issue;
(a) Laura b. ca 1905 Letcher Co, KY; md 27 march 1926 to Arthur Banks
(b) Kelly Caudill who died about age 12
Jep md (2) on 27 feb 1914 at George B. Isons in Letcher Co, KY to Eva Whitaker, b. 2 oct 1911, d. 4 jul 1944; They had issue
(c) Arnie Caudill b. 17 apr 1916 Hallie KY, md (1) at Skyline, KY 29 apr 1933 to Troy Campbell b. ca 1911 Letcher Co, KY, son of Sim and Elizabeth Campbell, then md (2) on 28 aprr 1936 to Lou Roark
(d). Inez Caudill b. 4 feb 1918 Hallie KY md Fred Watts, s/o Pearl and Katie Watts
(e) Ollie b. 21 may 1920 Letcher Co, KY
(f) Maxie b. 10 feb 1922 Letcher co, KY
(g) Marie b. 29 apr 1924 Hallie, KY md. on 28 feb 1940 to Lloyd Eldridge
(h) Gladys b. 18 apr 1927, md Carl Eldridge
Jep md (3) to Nora Campbell b. 2 Oct 9111, d. 4 Jul 1944; They had issue;
Reva; Ethel; Minnie; Ola; Anna Lois; Gaythel; Bessie; and Ray (twin of Bessie)
Hope this helps