Was "in" Chautauqua tonight doing other research, and found some folks you might already know about:
1830 federal census, Chautauqua County, NY:
*John and Stephen in Westfield.
*John in Harmony.
*James, Jonah and Hiram in Carroll.
*Harmon in Ellicott.
1820 federal census, Chautauqua County, NY:
*James and Jonah Covey both appear in Ellicott.
In an 1835 Westfield census found on Chautauqua GenWeb, a Stephen and a Willard Covey appear.
Minnesota Stephen's father must be in here somewhere! Good luck. o:)