I am researching Connally's (or Connolly's) in Pike County, MS. I too have the info you posted (collected from census data and History or Pike County book). I suspect (which I'm now trying to confirm) that Thomas J. Connally is the son of either Price Connally who lived near Tylertown or a Thomas J. Connally who was born in 1738 (VA) and died in 1820 (GA). Price is almost definitely the same Price Connally who is the son of this senior Thomas Connally. Price moved from GA to Lousiana near New Orleans. This would have put him within miles of Pike County, MS. I suspect he moved up river to the Tylertown area from LA.