I think that both of them died and were buried in Sullivan County. Unfortunately, I don't know where they are buried. I suspect that it would be somewhere in the area around Bloomingdale or Arcadia (both are between Kingsport and Bristol).
My family and I visited Holy Trinity last summer. It's a lovely old church. Unfortunately, they've built a new building on the old cemetary and most of the headstones are gone, except for a few built into a memorial wall behind the church.
While you're there, you might enjoy a visit to the old Episcopal church as well.