I have been researching Murdocks for 24 years and I have seen a James Murdock and wife Elizabeth. They lived in Monroe County, VA (now WV) in about 1780. They sold their land and moved to Highland Co., OH and these may be your early ancestors. If you think it's plausible, begin looking in Monroe and Greenbrier Counties, WV.
Hope this helps you in some way. Good luck to you! ~Tracy