Nathan Shelley was the son of John Shelley of Guilford County, North Carolina. Nathan, his father, and brother Jeremiah had land near High Point.

Nathan Shelley - Elizabeth Davis
Nathan Shelley (b. 1746 per Geer) and Elizabeth Davis (b.1753), according to a transcript of notations in a Bible of their grandson Nathan George Shelley, are the parents, according to a letter from Henry E. Shelley, of:

John

Mary (Polly), married James Blackstone in Jefferson County, Tennessee in 1804, died in Texas

Abigail

Jere (Jeremiah), operated an inn in Jefferson County, Tennessee, member of Dumplin Creek Baptist Church

Nathan, married Leah Neal, died 1837 in Jefferson Co., Tennessee

Samuel, married Verlinder Gardner March 18, 1813 in Columbus, GA. Lived in Edgefield Co., SC in 1830 with five daughters, died in South Carolina. The Guilford Genealogist had the aforementioned information. A Verlinda Shelly, wife of Samuel D. Shelly of Edgefield District, SC, died in 1836 leaving her husband and four children: Mary Cobb, wife of James B. Cobb - Jane Pardue, wife of George N. Pardue - minors Harriet Shelly and Laura Shelly. Verlinda Shelly has interest in the estate of Benjamin Benham late of Kershaw District.
An accounting was filed April 8, 1845. G.N. Pardue received two amounts for his wife's legacy - $88.75 and $30.00. B. Mims, Guardian of Laura Shelly, received $116.26. Returned as guardian of Harriet Shelly $116.26 and $75.33. L.B. Cobb and Mary B. Cobb, his wife, received $189.59. Because of the 1850 census in Abbeville County, Greenwood showing Lewis B. Cobb and Mary Cobb, with children named Samuel, Verlinda, and Harriet, I would bet on Lewis instead of James as Mary's wife.
George N. Pardue, J.D. Pardue, and John W. Carten signed a bond on November 2, 1846 for the administration of the estate of Samuel Shelly.
On September 9, 1850 Britton Mims, Guardian of Laura Shelly, a minor, and Harriett Anne Brown, wife of H.L. Brown petitioned to divide a four-acre lot in Edgefield District near the town of Aiken. It was sold by the sheriff on the first Monday in February of 1851.

Jacob D., born 1792 - 1795 in Guilford County, served in War of 1812 (private in a company of militia commanded by Captain John English, regiment commanded by Colonel Samuel Bunch, mustered out May 4, 1814) and Creek Indian War, married Mary Cravens 1818 in Alabama. Colonel in Mexican war. In 1860 in Desoto Parish, Louisiana, he had 20 acres of improved land and 300 acres unimproved, with a cash value of $1200. He had $25 worth of implements and $489 worth of livestock. Was a teacher, cared for two orphaned Pardue nieces from South Carolina. He was mustered out of Civil War duty in Desoto Parish, Louisiana because of his age. He died in Louisiana. Son Jacob Oscar married in Desoto Parish, daughter Elizabeth Anne married John H. Townsend. Elizabeth died in 1848, Townsend in 1857, and Jacob became guardian for the 4 children (Wales served as a courior, was wounded at the Battle of Mansfield, moved to Port Lavaca Texas after the war, to Dallas in 1874, and died there. Sheppard was probably another child). Son James T. Shelley was a Union colonel.

Jonathan, died in Alabama. Oak Hill Cemetery, Talladega, has a marker for Jonathan H. Shelley 9/29/1792 - 10/18/1836.

Elizabeth (Jane), married Dr. Peter Rubel (Ruble) April 05, 1827 in Jefferson County, perhaps after William Petty died (married 1799 in Jefferson County). Died in Alabama

William, born 10/23/1801, moved to Talladega, Alabama before 1840. The 1840 census has four males and two females of ages likely to be his children, one female of his age, and another male of his age. He was father of
Charles, Nathan, (both generals), James - a colonel killed at Petersburg, Henry, an adjutant general , Sarah, and Harriet, and died in Alabama 10/10/1874. The William P. Shelley buried Talladega Oak Hill Cemetery is probably a son.

Charles P., born 1803 in Tennessee, moved to Talladega, Alabama. On October 10, 1839, he made a cash claim for 40 acres in Talladega County - the southwest of the southeast of Section 36, of township 18 south, 5 east. He died in Florida

Margaret F., born 1805, married Jesse Millican, moved to Talladega, Alabama, then to Desoto Parish, Louisiana. Died in Alabama. Marker at Oak Hill.,

(The order above is from Mary Browning's wonderful Guilford Genealogist article, not from the Henry Shelley letter)