In the 1860 census there is a Millard Clay that is living with David and Nancy (Kissick) Price. He is still living with them in the 1880 census and has taken the last name of Price. This can't be our Millard because in 1880, our Millard was married to Victoria.
We are looking for the same Millard Clay... the one married to Victoria. I have been unable to get any farther. Although, I have not given up!
By the way, there is also a Millard Clay from Tennessee during the same time period that is not our guy.