There are several types of administrative/political districts in Ireland, serving different purposes. The naming of them can sometimes be confusing (there are often variant names), and the boundaries of different kinds of districts sometimes overlap or have been changed with time. Here are some links to help you:
There is a townland [normally, the smallest political division] in Sligo called Collooney (in Irish, Cúil Mhuine), and you can find more info about it at this link:
The townland is located within an electoral district of the same name, and you can find more info about that distict at this link:. https://www.townlands.ie/sligo/collooney/
Tawnaugh (in Irish, An Tamhnach) is a civil parish in the same area, just to the southeast of the town of Colloney, and you can find more info about the civil parish at this link:
Collooney and Tawnaugh both appear to be in the Catholic parish of Ballysodare and Kilvarnet (which also has other names, including Collooney). If your ancestors were Catholic, then you may be able to find them in the parish records which are available online for that parish at this link:: https://registers.nli.ie/parishes/0120
The records of baptisms go back to 1842, and those for marriages to 1858.