The Southampton Cemetery Project lists a Gray Cemetery at the intersection of Old Branchville Road (Rt 666) and Shiloh Road (Rt 759). This is right near the Shiloh Baptist Church. This is not in Capron, but it is only about 5 miles away. The project listing only shows graves for William Richard Gray, Sr. and Virginia Crowder Gray at this location, however I suspect there may be more graves there.
I hope this helps.