I'm not related to this family, but some possibilities:
1870 Henry Co, Mo (adjoins Benton Co)
W H B Scurlock 33 NY
Louisa Scurlock 22 Mo
Leonard Scurlock 3 Mo
1876 State Census, Benton Co, Mo
Leonard Scurlock and Malvena(?) Scurlock, both under 10, in the Granville Smith household.
They were not in the Smith household 1880 and don't find them elswhere.
Above might fit with the orphan legend, but conflicts with the 1900-1910 censuses which list Leonard's father born Mo and mother born Ireland.
Vol 3, History of Benton County lists a 1940 memorial service and placement of a bronze plaque at Leonard's grave, and states he was on his own from age 13, and came to Benton Co 1896, driving a farm wagon from Arkansas, but Benton Co. court records list his marriage to Paulina Moor in Dec 1890.