WC Dons Facebook with photo from the night. Post asks if FNM played at the venue in 1985 (likely a typo) and someone confirms yes, and posts a photo. As this is likely the only Jackson FNM gig we're assuming this date was it.
WC Dons Facebook photo

Advert from Maximum Rock'n'Roll #36 lists this date as Jackson, MS on the 14th.

"On our first tour, we had a show in Jacksonville Mississippi, and the next day in Athens, GA, a 12 hour drive. Someone in Mississippi gave us Ron's number as a contact in Athens, maybe for a place to stay. About halfway (6hrs) there I called the club to get load-in time and he told me that school ended the day before, there was no promotion, and maybe we should think about not coming. Unfortunately, we had no shows for a week and nowhere else to go so we didn't really have a choice. When I got into town I called Ron, invited him to the show and put him on the guest list.
As it turns out, he was the only person who came. We played for him and the bartender, and got in a fight on stage. We got paid $2 that night because he bought a beer.
Ron ended up totally saving us, finding us a place to stay, both in Athens and Atlanta (where we spent about a week) and hooked up a great house party in Athens that got raided by the cops as we were playing. AND he turned us on to Rocky's Pizza. Great guy".
Bill Gould, 2013.