Despite illness and poverty, McCoy traveled widely (if unsuccessfully) on the frontier promoting the Baptist church. In 1817, the Baptist Board of Foreign Missions appointed him as a missionary to the settlers and Indians in Indiana and Illinois territories. Though his original intention was to preach to frontiersmen, his interests and concern for Indians quickly began to dominate his work. McCoy founded his first "religious station" and school in October 1818 in what became Parke County, Indiana, on Big Raccoon Creek upstream from the later Wea Indian reservation at Armiesburg. The mission was said to be situated between Rosedale and Bridgeton. The Wea showed little interest in the school, however, and it failed. McCoy at that time was likely the only white settler in Parke County. In February 1819, he performed the first marriage in the county, between two "métis", Christmas Dazney (Noel Dagenet) and Mary Ann Isaacs (a Brotherton or Mohegan from upstate New York). In 1821, in compensation for his work with McCoy and for the federal government as an interpreter, Dazney filed a land claim between the mouths of Sugar Creek and Big Raccoon Creek north and east of present-day Montezuma and established a Wea-Miami reservation there. This was the first reservation that came about as a result of a connection with Isaac McCoy, though McCoy had left the area by then. Dazney was eventually instrumental in leading bands of Indiana Indians west to Kansas after the Indian Removal Act of 1830. Dazney died in Kansas in 1848. In May 1820, the McCoy family moved to Fort Wayne, Indiana to set up a mission to the Miami tribe. His school at Fort Wayne attracted 40 Miami, Potawatomi, and mixed-blood children, several whites, and one African American. The Miami and Potawatomi tribes at this time consisted of mixed-race people and there were no clear lines of distinction between races within the tribes. In 1821, McCoy made the first of many visits to Washington, DC, seeking approval by the federal government, unsuccessfully on this occasion, for him to appoint teachers, blacksmiths, and other "agents of civilization" to be provided the Indians under newly ratified treaties. In 1821 Chief Little Turtle of the Miamis, along with 16 other Indians and the captive William Wells, also made a trip to Washington, DC. It was Little Turtle's second visit to a President.