I would guess Armenian merchants, given their global trading network. Wiki says that a tobacco grower named "Martin the Armenian" settled in Jamestown in 1618.
Literally the only person here even trying to answer the question. But it should be noted that many Armenians do not view Armenia as part of the Caucasus, but rather lying atop the "Armenian Highlands". I am agnostic on this since it makes no difference to me - I'll group them with Georgia and Azerbaijan whether they like it or not - though it strikes me as a bit of a pointless argument in either case. The region used to be called "Transcaucasia", which is simply "across" the Caucasus (from Russia), and I assume "South Caucasus" replaced it so that the term would not be as Russo-centric.