Becky, On the 1880 US Census, his family is shown living in Monroe County, Tennessee, but the name is shown as "Cazy."("United States Census, 1880," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:MDWM-ZKT : accessed 16 May 2016), John Cazy, District 18, Monroe, Tennessee, United States; citing enumeration district ED 211, sheet 140D, NARA microfilm publication T9 (Washington D.C.: National Archives and Records Administration, n.d.), roll 1272; FHL microfilm 1,255,272.)
On the 1900 US Census, Sarah is shown as Sarah "Cazy," living in Monroe County, TN, with her family. She shows that she is a widow.("United States Census, 1900," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:MSCX-T4W : accessed 16 May 2016), Sarah Cazy, Civil Districts 11-12, McMinn, Tennessee, United States; citing sheet 5B, family 90, NARA microfilm publication T623 (Washington, D.C.: National Archives and Records Administration, n.d.); FHL microfilm 1,241,585.)
Also, some of his children were living and dying in Tennessee, in the 1900s. J.L. is shown dying in Bradley County in 1944 with the last name "Kazy".("Tennessee Death Records, 1914-1955," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:NST3-S8Y : accessed 16 May 2016), John Kazy in entry for J.L. Kazy, 27 May 1944; citing Cemetery, Cleveland, Bradley, Tennessee, , State Library and Archives, Nashville; FHL microfilm 2,137,347.)
Have you started a profile for him? That would help people find him and also see what you already know. As a research strategy, I think I would follow the kids.