Wanette doesen't ring a bell to me but they supposedly hid out around the Cookson Hills in no.eastern Okla.I was a kid in Wagoner and Talequah. Lots of caves in this area.
Mostly, the James brothers stayed at Judge Shirley's farm at Scyene, in Dallas County, Texas, while they let Missouri cool off for a while. Jesse, who had an excellent tenor voice, sang in the choir at the First Baptist in Dallas. While they were in Texas they never missed going to church, both the Sunday service & the Wednesday night prayer meeting.
There's suspicion, here in Texas, that Frank, under an assumed name, joined McNelly's Frontier Battalion ranger force in 1875 & was in on the raid at the Flores ranch in Mexico. Flores was a particularly notorious rustler of King Ranch cattle. There were a number of 'Private X' guys in that outfit. If you weren't a known Texas outlaw & you could handle yourself with a sixgun in a saddle, McNelly needed you. He didn't ask many questions. He even took in a Yankee. One of his most trusted men was known as 'Old Rock.' After the Flores raid 'Old Rock's' New York kin started inquiring about his well being, because early newspaper reports had McNelly's force wiped out. In fact, McNelly didn't lose a man. "Old Rock's' family name was Rockefeller.