My name is T.J. Martin. I don't know if you are still active on this site but wanted to reply to your post in the hope you may be.
My paternal grandfather, Frank W. Martin, passed away when my father was just 11 years old in 1941. My Dad always told me that his fathers grandmothers name was Banahan and that they were from Covington Kentucky.
We have NO information on anything else other then some stories about Frank's father being the builder of the Keith theater in Covington.
Don't know if this is related but at this stage we have to grasp on to any thread we can get. Hope to hear from you.