If you want to link to the category for Kentucky Appalachians, please use the linking method. [[:Category:Kentucky Appalachians]] and not make the cemetery a subcategory of your project.
This is not the same as African-American cemeteries, since that project has its own cemetery groups. Quakers also have their own cemeteries. Appalachians do not have this, and you would need to ask Cemeterists leaders about creating a grouping for Appalachia project. From what I know, the leaders were trying to avoid creating cemetery groups for every project out there.