I agree that we don't actually know how much research was done on each of these family members. It's tough when they only have 45 to fit it all in!

But they did trace Blair's slave ancestors. If you look at the NBC website, there are two deleted scenes from his episode, both of which follow the process of tracking down Sawney Early's slaveowner.

I hope this is helpful:

http://www.nbc.com/who-do-you-think-you-are/video/clues-from-the-census/1387076

http://www.nbc.com/who-do-you-think-you-are/video/searching-for-sawney/1387070