There is the possibility that, having moved to London, that John gave his birthplace as the nearest 'big' place to where he was actually born (or where he believed he was born).

Or there's the Non-Conformist possibility.

Also, I wonder if he 'acquired' his middle name later in life. Most of my ancestors of the period (working class) had one first name.

Looking further out from Sidbury, there is a John Cox baptised in 1785 to a Mary Cox (single woman) in Farway. I have not investigated further.

Did he marry in Devon or London?