I've just recently gotten back into researching my Cox line, and I am also fascinated by what I'm finding out from my reading some books on the Cox family. I have yet to find out just who the first one in my line to live in America is, let alone just where they moved here from, but have discovered that there were many spellings including the ones you list above. I've found Cock, Cook, Cooke, Koch, and even where someone had changed their name to Cole(s). To top off all this, I also found from my reading there were several who had our last name who came to this country in several different areas, and that they then branched off and went all over the country which makes it confusing when trying to find your direct ancestors.