Need Assistance

I am searching on information regarding my Grandmother Gladys Antoinette Jones (married name Clure)  I have heard multiple stories that she was Native American and I have tried to find her on Ancestry.com and there are not records of her.  My Grandfather was white and his name is Arthur Wallace Clure 1919-1988.  They had a son Larry Arthur Clure my father, and he passed away in 1974.  I have connected all my family history except for my Grandmothers.   I have heard stories that her father my Great Grandfather was named Steptoe Jones (?).  I am lost on where to find other resources to assist in my search.  I am willing to accept any helpful guidance that one may offer.  Thank you!