Good questions. I'm not specifically aware of any connection between Gabriel and John Walling. I'm researching all descendants of Gaspar Rorick, whose two sons settled in Sussex County, NJ, and my interest in the Walling family starts when Gabriel marries. But, it's quite possible that there is one. I've found that families tended to move in groups to some extent, and I'm not always sure why they moved. That was one of the things that really struck me when I started doing genealogy -- how much people moved around.
I'm not aware that Gabriel and Lucy spent any time in Ashtabula County, OH, but they were in Meigs County, OH and are counted among its earliest settlers before moving on the Fulton County, IL. They then went to Iowa before moving to Oregon.
As for not finding John Walling in the Sussex County census, have you tried Orange County, NY for the same time period? It's right across the state border and I've found some of my lost souls there.