I did some searching but the records going that far back seem few and far between. I did find descendants of Mark and Ann but they don't really provide much useful information.
On the censuses they put their nationality as English. That could mean they were from England but it could also mean they were from the US. They always put their place of residence as Tangier. I tried searching for information about them there but didn't find anything helpful. I did find that there is a road in Tangier named Jennings Settlement Road.
I'm attaching Mark and Ann's marriage contract. It was drawn up on 31 March 1825. They could have married the same day but they might also have married sometime later. Contracts were usually drawn up by the couple's fathers and that seems to be the case with theirs. Mark's father is listed as Mark Jennings and Ann's father is William Mason, both fisherman and both living in Pope's Harbour.
I'm also attaching the 1838 census which shows Mark, Ann (not by name) with 3 girls under 6 and 3 girls between 7 and 14. I found some boys born to them in the 1840s.
I know that's not much help in narrowing down where they came from.