 On July 18, 1863, the pregnant Josephine Erwin met with General Ulysses S. Grant to obtain passes allowing Lula and her to return to Missouri.Josephine Erwin bore her fourth daughter in 1864, but the girl died shortly after her birth.The Clay Family invited her and her three surviving daughters to move to Lexington, Kentucky and supervise the household of John Morrison Clay, Henry Clay's youngest son, a bachelor.