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You won't find any earlier records for Killaghtee RC parish. The RC parishes in Donegal did not retain the baptismal and marriage records prior to 1840 and in some parishes much later.
Here is a link to the 1834 Tithe records for the parish and there were 19 Cassidy records although some could be duplicates.
There were also a like number of Cassidy records in the 1857 Griffiths Valuation head of household listing for the parish. http://www.failteromhat.com/griffiths/donegal/killaghtee.htm
Also, there were 14 Cassidy families in the parish in the 1901 census so the surname continued on.
There is an excellent Donegal genealogy site and I have the link for Killaghtee parish resources http://donegalgenealogy.com/killaghteeproj.htm
There is a sublink which has quite a few Cassidy headstones and one of the contributors is a Terrence Cassidy and maybe you want to contact him.
You may want to add your ancestors story to our XO Chronicles site https://www.irelandxo.com/ireland-xo/history-and-genealogy/ancestor-data...
Also, you may want to consider autosomal DNA testing.