His death certificate shows his birth location as Tennessee. All census records show North Carolina. Some family trees and the bio on his father's memorial page states that Daniel was born in Washington County Tennessee.

Death certificates of his children show he was born as follows:
Elizabeth "Lizzie": Clay
Beverly: Kentucky
Martha: North Carolina

1850 United States Federal Census
Name: Daniel Murry
Age: 5
Birth Year: abt 1845
Birthplace: North Carolina
Home in 1850: Kentucky, Clay, Kentucky, USA
Gender: Male
Family Number: 582
Household Members: Name Age
Daniel Murry 38
Elizabeth Murry 36
Catharine Murry 15
Tobitha Murry 15
John Murry 13
Martha Murry 12
Mary Murry 10
William Murry 9
Elizabeth Murry 7
Daniel Murry 5
James Murry 4
Dascens Murry 21

1860 United States Federal Census
Name: Daniel R Murray
Age: 15
Birth Year: abt 1845
Gender: Male
Birth Place: North Carolina
Home in 1860: Clay, Kentucky
Post Office: Manchester
Family Number: 670
Household Members: Name Age
Daniel W Murray 50
Elizabeth Murray 46
Martha E Murray 20
Mary E Murray 19
William H Murray 17
Ellender E Murray 16
Daniel R Murray 15
James L Murray 12
Robert G Murray 6
John Murray 27
Mary Murray 24
Joseph B Murray 6
Daniel W Murray 1/12
Tabitha Murray 71

Kentucky Marriages, 1851-1900
Name: Daniel Murray
Gender: Male
Spouse: Nancy McCULLUM
Spouse Gender: Female
Marriage Date: 2 Oct 1866
County: Clay
State: Kentucky

1870 United States Federal Census
Name: Daniel Murry
Age in 1870: 25
Birth Year: abt 1845
Birthplace: North Carolina
Home in 1870: Precinct 3, Clay, Kentucky
Race: White
Gender: Male
Post Office: Laurel Creek
Household Members: Name Age
Daniel Murry 25
Nancy Murry 25
Sallie Murry 2
George D Murry 1

1880 United States Federal Census
Name: Reeses Murray
Age: 35
Birth Year: abt 1845
Birthplace: North Carolina
Home in 1880: Bull Skin, Clay, Kentucky
Race: White
Gender: Male
Relation to Head of House: Self (Head)
Marital Status: Married
Spouse's Name: Nancy Murray
Father's Birthplace: North Carolina
Mother's Birthplace: North Carolina
Occupation: Farmer
Household Members: Name Age
Reeses Murray 35
Nancy Murray 35
Sarah Murray 13
George D. Murray 10
Mary E. Murray 8
Sofa Murray 7
Beablly Murray 4
Lovadua Murray 2
Martha Murray 1

1900 United States Federal Census
Name: Daniel R Murray
Age: 55
Birth Date: Feb 1845
Birthplace: North Carolina
Home in 1900: Sextons Creek, Clay, Kentucky
Race: White
Gender: Male
Relation to Head of House: Head
Marital Status: Widowed
Father's Birthplace: North Carolina
Mother's Birthplace: North Carolina
Household Members: Name Age
Daniel R Murray 55
Robert Murray 15
Mary Murray 9
George Mccallum 88
Sarah Mccallum 83

1910 United States Federal Census
Name: Daniel R Murray
Age in 1910: 65 [transcribed wrong as 63 & 68]
Birth Year: abt 1845
Birthplace: North Carolina
Home in 1910: Dripping Springs, Clay, Kentucky
Race: White
Gender: Male
Relation to Head of House: Head
Marital Status: Married
Spouse's Name: Lulu Murray
Father's Birthplace: North Carolina
Mother's Birthplace: North Carolina
Household Members: Name Age
Daniel R Murray 65
Lulu Murray 34
Nora Murray 19
Opal Murray 1 9/12

1920 United States Federal Census
Name: Daniel R Murray
Age: 74
Birth Year: abt 1846
Birthplace: North Carolina
Home in 1920: Viva, Laurel, Kentucky
Street: Dixie Highway
House Number: Farm
Race: White
Gender: Male
Relation to Head of House: Head
Marital Status: Married
Spouse's Name: Lulu Murray
Father's Birthplace: North Carolina
Mother's Birthplace: North Carolina
Able to Speak English: Yes
Occupation: Farmer
Industry: General Farm
Employment Field: Own Account
Household Members: Name Age
Daniel R Murray 74
Lulu Murray 44
Opal D Murray 11
Willie R Murray 8
Charlie Murray 6