I am not related, but I may have found a little info you don't have.
I found a marriage record for Lee Andrew Bailey and Mary Ella Collins. They were married in Milwaukee, WI 21 Jun 1893. It says the parents of Lee Bailey were George Bailey and Sarah Thomas. It says the parents of Mary Ella Collins were Michael Collins and Mary E. Rolley.
Lee Andrew Bailey, "Wisconsin, Marriages, 1836-1930"
Name: Lee Andrew Bailey
Spouse's Name: Mary Ella Collins
Event Date: 21 Jun 1893
Event Place: Milwaukee, Wisconsin
Father's Name: George Bailey
Mother's Name: Sarah Thomas
Spouse's Father's Name: Michael Collins
Spouse's Mother's Name: Mary E. Rolley
1880 Coffee Co. TN
Self George Baily M 49 Kentucky,
Wife Sarah Baily F 48 Tennessee,
Son Leander Baily M 15 Tennessee, works in blacksmith shop
Dau Ann Baily F 10 Tennessee,
Dau Ida Baily F 7 Tennessee,
I could not find George and Sarah before 1880.
In 1900 Lee Bailey is living in a boarding house in Milwaukee, WI. The census says he is single, but that is likely a census mistake. Lee's wife, Mary is living with her mother in Rock Co. WI.
1900 Milwaukee, WI (boarding house in Milwaukee City)
Lee Bailey 35 TN (Horseshoer)
1900 Janesville, Rock Co. WI (boarding with woman on River Street)
Mary Collins 58 (born Jul 1841) widowed Ireland Ireland Ireland
Mamie? Bailey 24 (born Aug 1875) married WI WI Ireland
I'm thinking Lee's wife was named Mary, but they may have called her Mamie???
There is a Wisconsin birth record for unnamed daughter Bailey born 2 Aug 1900 in Janesville, Rock Co. WI. Parents were Lee Bailey, born Nashville, TN and Mary Collins, born Milwaukee, WI
I'm guessing that this unnamed daughter was your grandmother Gladys Marie Bailey (who married Albert C. Black).
I didn't find the location of Lee Bailey in 1910, but his wife is living with her mother in a boarding house in Milwaukee.
1910 Milwaukee, WI (boarding house)
SELF Frances Rybon F 28y Michigan
DAU Mina Rybon F 7y Michigan
Mary Bailey F 36y Wisconsin WI Ireland (widowed) had 1 child, 1 living
Gladys Bailey F 10y Wisconsin TN WI
Mary Collins F 65y Ireland Ireland Ireland (had 6 children, 5 living)
Patri Flaukhaen M 45y Wisconsin
Anna Flaukhaen F 30y Wisconsin
Theo Flaukhaen M 6y Ohio
May Winchell F 26y Wisconsin
Fanny Gillett F 29y Wisconsin
Joe Wagner M 41y Austria
John Tinner M 29y Hungary
Mary Tinner F 33y Hungary
In 1920 Lee Baily and wife Mamie (Mary) are in Racine. The daughter, Gladys Marie Bailey (age 20) is already married and living with her husband in Racine.
1920 Racine Wisconsin (boarding house in Racine)
Lee Bailey 54 TN TN TN blacksmith shop
Mamie E. Bailey 47 WI WI Ireland
Known children of Albert Black and Gladys Marie Baily:
son Black, born 5 Mar 1931 Cook Co. IL
dau. Black, born 5 Apr 1932 Cook Co. IL
son Black, stillborn 1 Sep 1934 buried Mount Auburn Cemetery (Mount Auburn Memorial Park) Cook Co. IL