Checked 5 volumes of Sullivan County, Indiana Cemetery Records for Jesse and Margaret, did not find either one listed.
Find Nelson Graham in Missouri 1880, sending it along just in case you don't have it.
Shelby, Tiger Fork Township, Missouri
Source: FHL Film 1254737 National Archives Film T9-0737,
GRAHAM, Nelson m/w 59 Ind, Fa: Va, Mo: NC
GRAHAM, Elizabeth, wife, f/w 48, b. Ky, Fa: Ky, Mo: Ky
GRAHAM, Henry, son, m/w 32, b. Ind
GRAHAM, Charles, son, m/w 20, b. Ind
GRAHAM, Samuel N., son, m/w 10, b. Ind
GRAHAM, Mattie, dau, f/w, 8, b. Ind
KAYLOR, Sarena, dau, f/w, 22,b. Ind
KAYLOR, Jessie, gson, m/w, 3, b. Mo
KAYLOR, Stella, gdau, f/w, 1, b. Mo
Henry, Charles, Samuel N., Mattie and Sarena all listed as father born Indiana and mother born Kentucky.
Jessie and Stella KAYLOR listed as father born Indiana and mother born Kentucky, looks like the censustaker got a little mixed up on them.