Unfortunately, there is not a lot of info on Peggy McNair Frost. This is all I have: She and Josiah Frost, Jr. were married 14 April 1812 in Allegany Co., MD by Rev. William Shaw. She was the mother of all of Josiah, Jr.'s children except his last. She was born Feb. 15, 1796 in Frederick, MD and died 16 March, 1845. She is buried in the Frost Cemetery in Danville, Ohio and her grave marker shows her age as 49 years, 40 days. The sources listed are the Allegany Co., MD Marriages, DAR records and Josiah's bible.
I found a William McNair listed in the 1820 Census of Frostburg who would have been about 20 years old when Margaret was born. Wiilliam McNair also witnessed Josiah, Sr.'s will in 1813, which makes it likely that William was Margaret's father.
Histories of the McNair name indicate that the family came from the area around Loch Lomond in Scotland, and may have spent time in northern Ireland -- thus being what is called Scots-Irish. This is consistent with the fact that people from that part of the British Isles emigrated in great numbers to the uplands of Maryland and Virginia. (See "Albion's Seed: Four British Folkways in America" by David Hackett Fischer.)