One step ahead of you!! I have all the information (including scanned images of the family records from the bible) posted on my website. Unfortunately I haven't made a connection with Azor Cole. It is possible that he was just a family friend, or I just haven't found the link yet.http://freepages.genealogy.rootsweb.com/~candysfamilys/home....
If you go towards the bottom of the page, you will see Daniel Thorp; click on his name for the bible records.
Interestingly, I purchased a photo album with Cole family connections, but they were from Orange Co., NY. That information is at the bottom of the page. Please let me know if you find a connection or if there is anything else I could help you with.