The 1840 Henderson Co Ky census has several listings for James Connaway:
HH #229 James Conaway (20-30), 1 (15-20)m, 1 (10-15)m, 1 (70-80)m. Four people total in household, three in agriculture. There are no females listed. I believe that the oldest male is John Connaway b~1770, the first Connaway in Henderson Ky. According to this entry, James was born ~1810-1820
HH #232 J---- M Connaway (hard to read) (20-30) m, 1 15-20f , 1 under 5f. I believe this is James M Connaway and Lucy Ezell who married in Henderson in 1839. According to this census, he was born ~1810-1820 and his wife was born ~1820-1825. The child was born ~1835-1840.
Also on the 1840 Henderson census is William J Connaway hh #219 age 20-30. He is living with his wife Jane Ezell and their children. This is my direct line.
James Connaway and Lucy Ezell are on the 1850 Breckinridge census as follows: James M Connaway, age 32, farmer born in Virginia; Lucy E, wife, age 27; Sarah R age 7; Francis M age 5; John R age 3; Mary J age 1.