Seeking records about Thomas Day

I am researching my husband’s family tree and have come to a complete standstill with his paternal branch.  His 3rd Great Grandfather, Thomas Day, was born in Virginia (possibly on December 15th, 1801).  I know that the family moved to Missouri and ended up in Warren, Marion County, where he passed away on October 28, 1855.  I have tried searching, births, deaths, marriage - to his wife Hannah Corder - and probate records but haven’t come up with anything definite.  I have seen another person’s family tree with a possible father for Thomas (John Day or Johannes Deh) but can find nothing to corroborate this.  Anyone else researching this family?  I would be grateful for some help.