"the ones that just are not making it into the ancestry search"--scwbcm
Ancestry.com has not uploaded findagrave.com indexes for all states/places.
The way to 'connect' findagrave.com items to your tree that are not in an Ancestry.com index is to manually enter the citation. This will not operate like the Ancestry.com citation-link that to the Ancestry.com extract/index page (if there is no such page in existence).
Be aware that what shows in the Ancestry.com index is what shows up in the main findagrave.com search-results page. It is not necessarily what is on the actual gravestone; may include full and/or wrong dates from unstated sources, may include women's maiden names (whether right or wrong) with no source given, etc. Sometimes stuff is from death records, sometimes from obituaries, sometimes from genealogies/trees, sometimes there's no way to figure out what the stuff comes from.