I have no further data on daughters Polly and Sally.
Nathaniel was born 21 November 1805 and died 24 July 1864. (Find A Grave: https://www.findagrave.com/memorial/94001098). He married Elizabeth Null 7 January 1830 in Stokes County. The 1850 census and the 1860 census in Stokes County showed no children for them, and Nathaniel mentioned his wife but no children in his will.
Ann was almost certainly Ann B. Moody for whom Marshall Tate Benton obtained a Stokes County bond to marry 19 December 1839. Ann died 4 May 1851 and is buried in the same cemetery as brother Nathaniel. The grave stone states that her birth was 10 November 1814 (Find A Grave: https://www.findagrave.com/memorial/62262590). She and Benton had children.
Marriage: Alexander Moody to Sallie Follis, 20 September 1804, BM Tho T Armstrong
From Ancestry.com, [database on-line]
Original data: North Carolina County Registers of Deeds. North Carolina State Archives, Raleigh, NC.
Alexander made his will 17 August 1826, and, in it, he named his children and his wife by first name. Son Nathaniel was apparently 21 by that date since he and his mother Sally were made executors. The will was recorded in the Stokes County Court during the December term 1826.