Lucas-Monroe County Iowa Archives Biographies published in 1896 have a bio for David Jones Mccoy (1829-1890). This bio claims that John and Nancy McCoy, not Daniel, were the parents of the heirs shown on Daniel's 1823 Jackson Co, IN will.
The bio for Rev James F. McCoy in York County, Nebraska ... a Chronicle of it's People and Comunities (1899)claims that the family came first to Pennsylvania and later moved to North Carolina. James was the son of Stephen Daniel McCoy (1799-1854).
the 1810 Shelby Co, KY for Daniel McCoy shows ages for sons that do not match those he lists as heirs.