I have info that indicates I have a direct line to Arthur G. Dillehay. However, I do have some different info than you have listed. Arthur's first wife was Nancy Dillehay, mother of Harriet. According to the Person County Marriage Register, they were married on 9/19/1821. Levi, brother of Nancy, was listed as a witness.
Nancy may have died or a divorce occurred because Arthur married Sara (Sally) Brooks on 8/9/1824. John, David (my g-grandfather), Lucy and Martha appear as children in the 1850 census but there is no Jane listed. Could Jane and Lucy be the same person? Lucy was born ca. 1837 so that would be close.
Do you have any ancestry for Arthur? I have been unable to find any generations before him. There appear to be more than one Dillehay family line in Person County about this time. Sara Brooks' mother was Nancy Gilliam Dillehay, daughter of Arthur Dillehay and Sarah Hill. It appears that Nancy was born ca. 1770 in Sussex Co, VA.
Where did you get your Dillehay info? What is your family connection? Drop me a line and let's see if we can combine info. I have a lot of info on the line of David, brother of your Jane. I also have a lot of info on a branch that moved to TN about 1820-1825.