There are no facts to corroborate your story. It's one of those family legends handed down that don't pan out in the long run and just keep the researchers hopping to keep up with the legends. Cole didn't have time to go to Mexico and sire children, he was either busy murdering and robbing or in jail. When he got out of jail he went on the lecture circuit to make money and then he died. There are no descendants of Cole nor any of his brothers. If there were, we'd know it by now.