I have no direct information on your William Smith or Rose McKay, but have you looked in Thorndike, Maine? I have many relatives from both Knox and Thorndike & they seemed to move frequently between the two towns. Thorndike abuts Knox sort of on the north and east. Also, the Knox Station Cemetery is in the eastern part of the town off of Brooks Road; they might be found there?
Also check Unity, another close by town.