All indications are that this John Caldwell is the son of Joseph Caldwell 1769-1815 and his wife Catherine LNU. Joseph is the son of Joseph Caldwell and Jane McGrew who resided and died in Westmoreland County Pennsylvania. From all that I can tell, John probably had at least two brothers, William and Robert, and one sister, Sarah - who married a brother of Sarah McFarland.
Am in the process of trying to figure out more on this family, and obtain the conclusive evidence for the relationship with Joseph. The circumstantial evidence is very strong, but it would be nice to have the final proof.