I can think of these possibilities :
1) Abraham Cohen did not arrive to NYC in 1888 but later (after all, Cohen is a very common surname),
2) Peshe Cohen and her children that arrived in 1892, were not related to your g grandfather (a different family)
3) Peshe gave false ages for her children (not unusual in passenger lists) making them a couple of years younger.
You write that in one of Abraham's children's marriage record, the name of the mother was given as Anna Mabish. Peshe and Anna are very different names but this, of course, proves nothing. What about the other children. Perhaps if you could obtain death certificates you could verify her maiden name.
I find it hard to believe that Abraham divorced his first wife. Most probably she died. If they were divorced you would have traced her in some later records (census, death etc.)