You are having trouble finding your Nellie because she was actually named "Thomas Nellie Lumley" and both Ancestry and Family Search have indexed her badly. She was married in Missouri in 1917. Her marriage record is on Ancestry, but I couldn't find it on FamilySearch. Ancestry has her last name indexed as "Lundey."
Thomas Nellie Lundey
Marriage Date:3 Feb 1917
Marriage Place:Tyler, Pemiscot, Missouri, USA
Spouse:James A Gessett
Here is the info on her family in the 1910 census. She was listed as "Tommie" on that census. The transcriber listed her as "Formir" which is why you can't find her.
Household Role Sex Age Birthplace
William D Lumley Head Male 53 Tennessee
Ella L Lumley Wife Female 48 Missouri
William R Lumley Son Male 25 Tennessee
Ivy G Lumley Daughter Female 23 Tennessee
Formir[Tommie] E Lumley
Daughter Female 13 Tennessee
Mary Lumley Daughter Female 10 Tennessee
Alma A Lumley Daughter Female 3 Tennessee
"United States Census, 1910," database with images, FamilySearch
: accessed 20 March 2019),
William D Lumley, Pemiscot, Pemiscot, Missouri, United States;
citing enumeration district (ED) ED 151, sheet 3B, family 16,
NARA microfilm publication T624 (Washington D.C.: National
Archives and Records Administration, 1982), roll 804; FHL microfilm 1,374,817.