Some Native American oral traditions report that instead of dying in 1812, Sacagawea left her husband and joined one of the tribes of the Great Plains while trying to find the way to the place of their original tribe. It is said that he married someone from this tribe and that he abandoned her after this husband was killed, eventually found his way back to Lemhi Shoshone in Wyoming. A Shoshone woman named Porivo passed away at the Rio Viento Indian Reservation in Wyoming on April 9, 1884. The Reverend John Roberts performed his funeral and claimed that the woman had been Sacajawea.
While there are no real clues to this story, I think it is the one that fits the personality of Sacagawea and his intentions to know its origins.