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We searched the National Archives Catalog and located the series Private and Confidential Letters Sent by Major General Alexander Macomb, 9/8/1837 - 2/20/1841 in the Records of the Headquarters of the Army, 1828 - 1903 (Record Group 108) that include a file for General Alexander Macomb. For more information about these records, as there might be something referencing Sally in them, please email the National Archives at Washington, DC - Textual Reference (RDT1) at email@example.com.
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In regards to tracking down other possible records regarding Sally, county probate records would be a good avenue of approach to determine what happened to her after David Macomb died in Florida as slaves were considered property and were listed as such under probate records at the time of death. We would recommend that you contact the State Archives of Florida for more information regarding researching these possible probate records. Please keep in mind that Florida at this time was under Spanish Rule and did not become a Territory of the United States until 1821.
Another avenue of approach would be to try to research the specific Governor who is mentioned in the citation to determine if he had written more about the sale or journey.
We hope this information is helpful and best of luck with your research!