Well, if you can believe it, there was another Christopher Waggoner in Frederick, MD simultaneously with J.C. However, I have been able, mostly, to discern between them. I have found zero official records for J.C., the Hessian. No birth, death, marriage, baptism, probate, nothing. I've confirmed he was there through a roster of POW's held by the curator of the Hessian barracks and of course Dohla's entries.
My hunch is that he and Lenox Martin had their own unofficial church going, meeting in Martin's home. There is a reference to the original ME church congregation of Frederick, for which Martin later gave the land for a building, meeting in his home. Thus, no church records at the other most likely churches he would've attended in the area. I checked the Evangelical Lutheran first since Dohla said he preached a sermon there. The archivist there said they have no record of the sermon.