They probably were not Catholic but John Settoon was living at Ft. Natchez, Mississippi in the late 1700's. The reason that I asked the question was that one researcher stated that his second marriage in February 1795 to Anna Glascock was recorded in Volume 2. Below is the researcher's statement if you could check again. His last name may have been spelled differently.
John Settoon, Sr. was married secondly at Ft. Natchez, Mississippi in February 1795 (*Diocese of Baton Rouge, Volume 2*) to (NANCY) ANNA GLASCOCK, born 1775 in Virginia and died about 1832 in St. Helena Parish. She was the daughter of James Glascock (born about 1742 in Virginia) and Constance ??