Anyone who were not members of the established church ie Church of England were considered Non Conformists which included Catholics. Buckland had it's own Catholic Church, St Georges, its surviving registers are held by the Catholic National Library. That is why I emphasised that I could only quote from the C of E, St Mary records. What I cannot see is whether St Georges had a burial ground and conducted their own burials. If they did and your William was a Catholic then there is a good possibility that was where he was buried.
If you go to the Buckland page on the GenUK&I website http://www.genuki.org.uk/contents/http://www.genuki.org.uk/contents/ you will find a direct link to the Catholic National Library.
prior to 1837 all marriages, to be legal had to be conducted in the C of E, but they may have gone through a Catholic service as well, that may provide different information. The C of E marriage record will only give the information as advised by those taking part but if William Cox was marrying in the same parish as he had a previous marriage and lived in for at least 20 years, there would be little point in him saying that he was a bachelor as everyone would know it was a lie. The question is 'Are you a Bachelor or a Widower', as Divorce was as good as non existent then, you can only be a widower if you had been married before and your wife died. I have come across cases where married men and women claim to be single when committing bigamy.