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The civil parish of Kilbeagh is almost totally in Co. Mayo except for about five townlands on the east side of the parish which were transferred to Co. Roscommon in 1898 following the passage of the Local Government Act of 1898. Ironically, my McDonnell family was from one of those five townlands so my grandfather and his siblings were born in Co. Mayo but when they emigrated they were in Roscommon. The church of St. James, Carracastle is in Co. Mayo. Using the leads provided by Miriam, I was able to locate the civil birth records for John, Patrick and Catherine. which are below and they were all in townlands in the Mayo side of Kilbeagh. Margaret Conroy/Convoy was likely born in a different parish and possibly county.
I also found the 1901 census records for the Gavaghan, McGuinn and Kilbride families. John's birth record showed Glann which is a shortened name for the townland of Glenmullynaha East or West. John's family lived in West. Also on the Kilbride record, the father James in not shown but Rose is shown as married. Likely, James was working in England or possibly another part of Ireland.
Let me know if you have any questions.