Hope some of the info helps, yes there is no record on the ships but think these Lees came from County Derry as Andrew Lee was a Wesleyan Methodists and large numbers come from this area.
We are visiting Annapolis Valley in 2 weeks , have found some Lees from the ancestry list Tim Lee in Aylesford who will will visit, I think his line is Andrerw Lee then Alon Lee then John Lee and then Arthur Lee. He still lives on the old hometead from the census records, that is how I found him by search out Dempsey's Corner, will find out more information when we meet. Do you know your line from the info I sent you? Keep in touch,