James Caudill Jr & wife Mary Adams

The first question I always ask when I find parents listed for Jesse P Caudill is where did the researcher come up with them? What's their source?

I would guess for those who list James Caudill Jr and Mary Adams as Jesse P Caudill's parents the most likely source would be this snippet from Clayton Cox's book:
 
BOOK - APPALACHIA CROSSROADS - VOLUME 2 - THE CAUDILL FAMILY - COMPILED BY CLAYTON R. COX - GATEWAY PRESS, INC. , BALTIMORE MD - 1993
CHAPTER 37 JESSE P. CAUDILL
Jesse P. Caudill, by tradition a son of James Jr. and Mary (Adams) Caudill, see Chapter 4, born April 24, 1795, Whitehead, Alleghaney County, North Carolina, died in Alleghaney County, North Carolina, Apr 23, 1891, married first in Wilkes County, North Carolina, Oct 11, 1817, Sarah Roberts, daughter of Malachi Roberts. Jesse married second in Whitehead, North Carolina, June 25, 1842, Biddie Bledsoe, born April 10, 1826, daughter of Tyrell and Nancy (Reeves) Bledsoe. Jesse and Biddie are buried in the family cemetery on the Lonnie Edwards farm two miles southeast of Whitehead, North Carolina.

I have questioned Jesse as being the son of James Jr, but the old timers disagree with me. I think he is probably the son of Jerimiah, but I have no proof either way. My main questions are: (1) Why if his family lived in Wilkes County was he born in Alleghaney County? (2) Why did he stay in North Carolina when his family moved to Kentucky, if he was only 10 to 15 years of age, or why would his parents permit this? (3) Why didn't he go to Kentucky? -END-

As you can see even Clayton had doubts about James Caudill Jr. He suggests Jesse P Caudill is the son of Jerimiah Caudill.