I have the same question. My family remembers him being from Carrol Cty, TN (no recall of SC though 1900 census recorded SC). The Prominent Tennessean entry for his son Hon John Armstead Hefley reports James Marion Hefley was b.SC to John Hefley and Jane Wylie.
So far I have found 2 options:
Henderson Cty, TN 1850 census HH Mary (Roy) Hefley 43 b.TN James13 b.TN
Chester cty, SC 1850 census HH Thomas Hefley 27 b.Chester, SC Marian Hefley 15 b.Chester, SC