According to Hether Pearson-Pillman at Find A Grave, John Shockey was the son of Abraham Shockey and Mary Jane Sexton and was born in 1840 in Wheeling, West Virginia. While this is reasonable evidence supporting the idea that Shockey was Henry Clay Sexton's nephew, I've not been able to find anything that shows conclusively that Mary Jane and Henry Clay Sexton were siblings. The best I could find was census data stating that Mary Jane Shockey's parents, like Henry Clay's, were born in Virginia. I don't have any doubt that John Shockey was Henry Clay Sexton's nephew but I can't really prove it.
Also there are a few problems with the Find A Grave information. Shockey's father's name was Abram and not Abraham. His name appears as Abram in the census records, city directories, and on his Missouri death record. Ms. Pearson-Pillman also lists "Abraham" Shockey's occupation as fireman and states that he died in the line of duty. The problem with this is that Abram Shockey was a policeman rather than a fireman and in 1887, when he died, Abram Shockey was 75 years old and not likely running around putting out fires. The Wheeling, West Virginia place of birth for John Shockey also does not conform with the information that I have. According to census records, he was born in Pennsylvania. However, it's possible that he was born in Wheeling and that the census records are wrong.
And for the sake of convenience, here's an index to the posts on Shockey's death:
The Death Of John Shockey, Part One
The Death Of John Shockey, Part Two
The Death Of John Shockey, Part Three
The Death Of John Shockey, Part Four
The Death Of John Shockey, Part Five
Note: I realized that I needed to check Shockey's wife and see if she was Sexton's daughter-the assertion by the Globe being that Shockey was Sexton's son in law. Shockey's wife was named Annie and she was born around 1849 in New York. There is no record of Sexton having a daughter named Annie so we can rule out that Shockey was Sexton's son in law.
Also, while looking up Annie Shockey's information, I found another source that has John Shockey's place of birth as Virginia.