I am descended from John Jr.'s younger brother Thornton McFee, and don't know a great deal about John Jr. and Thornton's parents, but I would be happy to share what I have.I have census records of John McFee Sr. for 1810, 1820, 1830, and 1840.I have census records for John Jr. from 1820-1850.I also have census records for John Jr.'s brother's, Thornton and Fielding McFee.Although I have no positive information on the religion of John Sr and John Jr, I think it likely that they were Methodist, as I know that Thornton was, and two of John Sr.'s grandchilden (by his daughter Jane) married sisters who were Methodists (they were married by the brides' father, who was a Methodist minister).Henry C. McFee, who from other evidence I am fairly positive was John Jr.'s oldest son, had a daughter named Aledy (surely a variant of Alladay) who was in his household in the 1850 and 1860 censuses.I believe I found her in the 1870 census as well, living quite near her parents, although she had married by then to a man named Samuel Hinton.Also of interest, my g'grandmother, born in 1884, left a genealogical record stating that the name of her g'g'grandmother, wife of John McFee Sr., was Nancy.I don't know if this came from personal recollection of relatives or from her research, as she didn't list her sources.Since then, I have seen John McFee Sr.'s wife named as Nancy a few times online, but still without sources.So far as I can tell, the only child of John McFee Sr. to live to the 1880 census was his son Fielding, but in that census, Fielding's father is shown as having been born in Scotland and his mother in Virginia.As the 1880 census was the first federal census to show parents' birthplaces, and John Sr. died before the 1850 census, which would have shown his birthplace, this is the only evidence I have seen of John Sr.'s origin.
Also, although I was unaware of a few of the names you listed for John McFee Jr.'s children, I believe that, aside from Henry, the oldest, you left out the names of some of the younger ones.The 1850 census, in Washington twp, Tuscarawas County, Ohio, lists the family thus:
John McFee (55) Farmer born in Virginia
Lucy (50) born in Virginia
Emma A (20) born in Ohio
Mary A (19) born in Ohio
James M (17) Farmer born in Ohio
George W (16) Farmer born in Ohio
Joseph J. (10) born in Ohio
Nancy E (8) born in Ohio (she was listed on this census, taken in December of 1850, even though according to the 1850 Mortality Schedule for Tuscarawas County, she had died in August of the flux)[online transcriptions have listed her name as Mancy, but I have a scanned copy of the microfilm of the original, and her name was clearly Nancy]
The household immediately above John's on that page of the census was also a McFee household, and I didn't know previously how it fit in, but after reading your email, I believe I can probably guess:
William McFee (22) Farmer born in Virginia
Jane (21) born in Virginia
If you haven't already, you should check out www.gencircles.com, as there are a couple of entries there on the John McFee family that are of interest, esp. a transcription of the estate account of John McFee Sr., dated November 18, 1848, in Tuscarawas County, Ohio.
Anyway, I hope some of this was helpful to you.If you would like copies of any of the censuses, or anything else that I've got, please let me know, and I would be happy to email them to you or post them to a family site so you can download them.I am also extremely curious as to your connection with the family and the sources of your information.