I also found the following:
DEATH NOTICES FROM THE CHRISTIAN ADVOCATE,
NASHVILLE TENNESSEE, 1883-1884,
(of Those Persons Born Up To and Including the Year 1822)
By Jonathan Kennon Thompson Smith
JAMES MAYO born Pitt Co., North Carolina, December 16, 1803; moved to Tipton Co., Tenn. 1843; died May 7, 1881.
At LDS records there is a James Mayo that was born about 1804 in Pitt County, North Carolina with a father named "Jolley" Mayo (maybe a nickname?). He is said to have married Rose Davis. If you follow her records back she is recorded as dying in Tennessee. Maybe she could have been a first wife?
Hope these leads help you knock down your brickwall. :)