The family legends that got me started in genealogy were: 1) that we're related to the "famous" playwright Stanley Houghton and 2) that we're descended from the Hoghtons of Hoghton Tower (landed gentry types).
I "proved" the former a while back (that was a good day after
many months of research), but I'm still trying to prove the latter.
I have a tree that goes up (on the Houghton side) to my 3 x GGF with 100% confidence, to my 4 x GGF with about 95% confidence and to my 5 x GGF with about 60% confidence. Trouble is, NONE of my DNA matches proves the male line beyond my 1 x GGF.
Then I asked my dad if I could manage his DNA results and filtered only those where Ancestry had identified a "common ancestor". After ploughing through dozens of matches on his mother's side and a few on his paternal grandmother's side, I finally found 2 matches that can only intersect on either my 5x GGF or 5 x GGM on the Houghton line. It's very exciting and - when I get time - I'm going to get back to digging that line with renewed vigour!
So, the moral of the story is, with the randomness of genetic inheritance, traces of DNA in your direct ancestors can go AWOL. If you're lucky enough to have living ancestors you can persuade to spit in a tube, please do so!