I believe the following links show the graves of the John and Sarah "Sally" Lay you mention.
According to his death record, John was John Gaston Lay and his parents were Hileigh Penley and Washington Lay. This would mean his sister was Perline Lay who married first circa 1863 in Burke Co. Detroit L. Clark and second 1873 in Mitchell Co. Avery Buchanan.
When searching for records of these folks, keep variant spellings in mind:
Hilala Penley Lay is supposed to be the sister of Matilda Penley Pritchard, meaning that John and Anna / Anner Lay were first cousins.
I believe Hileigh / Hilala / Hile / Hilly Penley had these children out of wedlock in Caldwell County as there is an 1846 bastardy bond there for Hile Lay sponsored by an Estes and in 1870 census John G. Lay is with an Estes family in Caldwell County listed as "bound apprentice" suggesting that the Estes family had also sponsored him as an illegitimate child.
Matilda and Hilala, and their children, variously carry the name Lay or Penley / Pendley / Pennely in records, making for an interesting search.
Anna Lay had two sisters and one, Jane Eliza, who died in 1928 in Avery County listed as Mrs. John McKinney, has parents listed on her death cert. as Jim Laye and Callie Pennely.
I am interested on any information about Washington Lay and Jim Lay / James Lay in Caldwell, Burke, Watauga, Mitchell or surrounding counties, though John Gaskins Lay aka John Gaston Lay having the latter middle name suggests a connection to Gaston County, where there were many of the Lay family and might suggest that these men were from those parts.
Washington Lay would have been of a generation born circa 1820 and Jim Lay circa 1840 give or take.
The surname where involved with this family also appears at least once as Leigh.