I would like to hear what you are going on, but the timeline is not so far-fetched as it may seem. Most Pelfrey/Pelphrey searchers have John and Elizabeth Pelfrey dying in Henry County, VA while both of them were still alive. Both of them signed a deed on 27 Dec 1803 and one or both could have lived several more years. They more than likely followed son William to KY, but could have followed James, Thomas, Sarah Pelfrey Hanna, and Elizabeth Pelfrey Qualls to Tennessee. Another destination could have been Pendleton, SC where Joseph went.
Deed Book 6 page 488
27 Dec 1803 Pr: 31 Jan 1804
JOHN PELFREY and ELIZABETH PELFREY his wife of Henry County to JOHN STONE of the same for the sum of two hundred pounds sells 267 acres on Smith River joins GEORGE HAIRSTON and PHILPOTT.
WITNESS: JOHN PHILPOTT JOHN (X) PELFREY
SAMUEL PHILPOTT ELIZABETH (X) PELFREY
Abstracts Henry County VA Deed Books, page 156