Tracking Norwegian ancestors

My Great-Great Grandfather is Nels Thompson. He was born in Norway in 1815. One source says Hjelmeland, Hordaland and another says Rogaland. My Great-Great Grandmother is Martha Rasmouson, born in 1816 in either above place in Norway. They had 3-4 children in Norway: Daniel 1850, Thomas 1854, Peter Dec 1855, and possibly Nels in 1857. The family arrived in the US in 1858. US Census info indicates they may have been in IL before settling in Ft Dodge, Webster Co, Iowa. I would like to find their place of origin in Norway, so I can visit. I have searched the manifest lists of many ships. but I cannot find them. Any information would be appreciated.