Searching McKee in KY, I found on the Kentucky message board #21786 a listing of KY counties, date of formation and county formed from.KY became a state 1792, formed from Virginia.Hardin Co KY became a county in 1792, formed from Nelson Co (VA/KY), Nelson Co formed 1784 from Jefferson (then VA), Jefferson formed 1780 from Kentucky Co VA.
The sons of James named Thomas born 1780 and William born 1782 thus were born in Kentucky Co VA.
You say James settled KY during the Rev. War.Was he a soldier?If so, it may be he received a land grant for his service as did my ancestor who received a land grant in Hardin.I did not do that research.
Have you read the series of messages beginning with McKee message #4640 discussing some of the history of Thomas and Alexander McKee?