Carololine - I am also looking for any information on David Figg and Josephine Figg. I have found a marriage record for Albert showing parents as David/Josephine. The only Census record I have found is 1900 where Josephine is listed as a widow and Albert as 10 years old.
have you found anything?

According to the 1900 census Josephine was 25 and Albert mark was 10. So she married at about age 15 and had her son at the same time or she had Albert out of wedlock. There is this marriage below which you might want to investigate further.

Ohio, County Marriages, 1789-1994"

name: Albert M. Figg
event: Marriage
event date: 21 Apr 1914
event place (standardized): Lucas, Ohio, United States
age: 25
estimated birth year: 1889
birthplace: Oak Harbor
father: Ferdinand Nieman [Adopted]
father's titles & terms:
mother: Josephine Figg
mother's titles & terms:
spouse: Louise M. Reihnert
spouse's age: 22
spouse's estimated birth year: 1892
spouse's birthplace: Toledo, O.
spouse's father: William Reihnert
spouse's mother: Georgia Niller
spouse's mother's titles & terms:
reference number: p.165 cn#21673
film number: 2132744
digital folder number: 004254781
image number: 00454

I am beginning to think Albert was born out of wedlock. I am finding a David Figg in that same area who married Susan Augustine or Ida ???. According to my father, the ggrandson of Albert, there has always been a cloud around Albert's birth and Josephine.