I have found on several Ancestry.com family trees that have been posted by others that Mary Jane Shortridge McCoy died in 1942 in Wayne County, West Virginia. I don't know how accurate that information is though.
You might try obtaining her death certificate from West Virginia and hopefully her parents will be listed on the record. Also, you could try to locate an obituary for her in Wayne County that would hopefully have her parents listed.
Hope some of this helps. If you need any other help you can contact me at my email address below.
Researching in Tennessee and Kentucky