I googled your City and found this place...
Northern Alliance Mixed Martial Arts...
https://www.facebook.com/NorthernAllianceMma/info
Maybe call them. Their info says, "Northern Alliance teaches classes in, BOXING, WRESLTING, JIU JITSU, MUAY THAI and CONDITIONING".
It maybe No-Gi and not BJJ but it's better than nothing I guess...
Lynchburg