First read our research section, it will help you get familiar with heritage and things to keep in mind that differ when researching Serbian ancestors who lived in Austria-Hungary and the province of Military Frontier:

http://www.rodoslovlje.com/documentation/serbian-genealogy

http://www.rodoslovlje.com/documentation/guide-researching-ethnic-serbian-ancestors-austria-hungary

You will find an article there about Serbian Trade Association "Privrednik":

http://www.rodoslovlje.com/documentation/serbian-trade-association-privrednik-merchant-database

Check if any of your ancestors are in its records either as cadets or employers. That will also give you a more exact location of origin - people who emigrated rarely came from towns and their place of origin or last residence listed as KULA in ship manifest may have only been the municipal centre where their travel papers were issued.

If you have any original documents from before emigrating, ship manifest, naturalization papers send them to us for a review, as well as family correspondence.

For more clues - if they emigrated and remained Serbian Orthodox obtain the scans of the original records from the church, including the original entries for any birth or marriage of their children.

That should provide you with exact location of birth(parish) for both of them.

As far as religious conversion is concerned there must be a chuirch record of that, all religions kept records of conversion and until the end of WWI and even later when church vital records were still being used ( copies) in municipal offices any conversion was noted in them too, in both the religion of origin and the one a person converted to.

More hints when I look in more detail but if you could provide information on whether and who emigrated and when that would help a lot.