There's not enough info on WikiTree to know if my suggestions are helpful, but I can offer a few ways that have helped me with a similar puzzle.
First I would look for the petition for any land grants. The grants themselves are pretty dry, but the petition was written by your ancestor, and it contains their arguments to the British in favour of a land grant - and often provide very useful genealogical details. They're usually available for viewing at the Nova Scotia Archives in Halifax (not online)
Second I would look closely at each of the children and their spouses. The information for one family member often provides clues for others.
Last, I have found that most of my first-generation ancestors immigrated in extended family groups. This means its worth looking at the other McAulay and McLeod families who arrived around the same time. Perhaps one mentions a son or brother John McAulay a McLeod noting a sister Sarah who married a McAulay.
Since they are of Scottish origin, I would focus on Cumberland and Colchester counties, as well as Cape Breton. A lot of Scots arrived in that area first, and it could explain the staggered arrival - the son went first to test it out, and finding it successful, other family members joined him.
As for the missing graves, I'm not sure they're significant. The 1871 Census shows John as a widower, living with adults Donald, Robert and Charlotte on the family farm. This likely means he and Sarah were living there when she died, and John passed only 2 years later. My guess is that they were buried on the family property - it was a common practice, esp if the church was a fair distance away.
