Steele family : a genealogical history of John and George Steele, settlers of Harford, Conn., 1635-6 and their descendants
The children of Andrew Steele and Elizabeth Lathrop are listed on the above page in this text. As their youngest daughter is Lucy Gray Steele, b. July 1803 it is likely that Elizabeth is the dau. Of John Lathrop and Lucy Gray but there is no record in this text confirming that parentage.
The Tolland Barbour Collection lists Elizabeth b. to John and Lucy Gray Lathrop and marriage to Andrew Steel of Randolph, but again - does not connect the parentage.