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I think if you were to check the deeds, and court records in Fauquier Co. Va., you would find an Alexander Cunningham, of Scotland, Merchant, living in Fredricksburg, Stafford Co., Va. Also, I ran across a William Cunningham. I ran across these records in Fauquier, but I was searching for another family, and tried to stay focused on my family.
Surely, William Cunningham's family could be discovered in either of these 2 counties in Virginia.
Hope this helps.