It is very possible that Jesse is in an unmarked grave.

Jehu may suppose to be spelled Jehew, in the 1820 census it is spelled Jahue????

I believe first name is Jesse & Jehu is a nickname, a combination of Jesse & Fitzhugh.
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Father: Richard Henry Lee b. circa 1707-10 Buckingham Co., VA d. circa1795 Jackson Co.,TN

**NOTE: I believe that some people are confusing this Richard with another Richard Henry Lee who was very influential in America's early history. See the following:
Find A Grave Memorial 1168

https://en.wikipedia.org/wiki/Richard_Henry_Lee

As it can be seen, spouses & children do not match. Also, place of death & location of burial do not match. According to a family record, Richard was raised and lived most of his life in Buckingham Co., VA. Sometime before he died he moved to Baliston, near Arlington, VA where his wife died. Richard then moved to Jackson Co., TN where he died. Richard's father was said to have been born in England and his mother in Whales.
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Mother: Mary Elizabeth "Betsy" Miller b.circa 1746 DE d.? VA.
Mary's parents were from Germany

Mary was Richards 2nd wife. His 1st wife was Mary Gresham 1715-1800, by which he had at least 13 known children.

Family history states Jehu was buried in Lee Cemetery, Jackson Co., TN.
Also states born somewhere around 1760 to 1765 Buckingham Co. or Washington Co., VA and died somewhere around 1843 to 1850 in Jackson Co., TN.
Jehu married Mary Elizabeth circa 1789 in VA.
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Children:
Barnett Lee b.circa 1789 ( 05/10/1795 ) Washington Co.,VA d. 12/09/1869 Butler Co., KY
Married Sarah "Sally" Parrott in 1830 Jackson Co., TN b. 05/15/1800 Jackson Co., TN d. 03/29/1881 Butler Co., KY
1830 Jackson Co., TN: https://www.familysearch.org/ark:/61903/1:1:XHG2-62R
1840 D 14, Jackson Co., TN: https://www.familysearch.org/ark:/61903/1:1:XHYL-V2J (In the 15th District there is a Barnett Lee Jr---https://www.familysearch.org/ark:/61903/1:1:XHYL-KJ9)
1860 Butler Co., KY: https://www.familysearch.org/ark:/61903/1:1:MZ1S-NJZ

Elizabeth Lee b.circa 1796 Washington Co.,VA

Sarah Lee b.circa 1798 Washington Co.,VA
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Siblings by Mary Miller
William Miller b. 07/01/1769 Buckingham Co., VA d. 12/1852 Tyler, Smith Co., TX
Married Margaret Carson

Richard E b. circa 1770 Buckingham Co., VA d. 03/12/1827 Madison Co., KY
Married Mary Prisilla Woodson

John b. circa 1771 Buckingham Co., VA d. circa 1850 Jackson Co., TN

Mary Agnes b. 01/03/1773 Rogersville, Lewis Co., Republic of Watauga (In present day TN) d. circa 1839 Washington Co., VA
Married Jesse Clariborne Davenport
https://www.wikiwand.com/en/Watauga_Association

Barnett Philander b. 10/12/1777 Buckingham Co., VA d. 10/24/1851 TN---Find A Grave Memorial 58294511
Married 1st Mary Derossett, 2nd Sarah Parrott

Stephen b. circa 1780 Buckingham Co., VA
Married Sarah Fulcher

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NOTE: I think this census could be for Jesse. Living next to him is a Richard Lee but if you go by the birth date of 1707, Richard would have been over a 100.

Jesse Lee / United States Census, 1810
Event Place: New Point, Wood Co., Virginia, United States
https://www.familysearch.org/ark:/61903/1:1:XH2B-9VQ
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Jahue Lee / United States Census, 1820
Event Place: Jackson Co., Tennessee
https://www.familysearch.org/ark:/61903/1:1:XHLJ-4DN
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NOTE: Living near Jesse in the 1830 census were:
Ephraim, Barnett, Abner & Young Lee

Jesse Lee
United States Census, 1830
Event Place: Jackson Co., Tennessee
https://www.familysearch.org/ark:/61903/1:1:XHG2-6LJ
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