If its the Mt. Zion I think it is, it's around the county line of Marion & Walthall County in a community called, Brandon Bay, which used to be around or part of Waterholes community before Walthall County was even formed from Marion & Pike Counties. A Bullock man gave some of his land for his neighbors & fellow pioneers to start this church. Genealogy departments in libraries have a history of Marion County book (also check out Walthall & Pike) that I believe has actual minutes from Mt. Zion Church meetings & names.