GRONI is the only repository for birth, death and marriage records in what is now Northern Ireland, from 1.1.1922 onwards. (Ancestry and other websites don’t have them).
Births in Northern Ireland within the past 100 years, marriages within the past 75 and deaths within the past 50 aren’t searchable on-line. They are open to the public, just not on-line. If you know all the key details eg exact date and place of birth, parents names etc, you can order a copy of a certificate from GRONI for £15. https://geni.nidirect.gov.uk
But if you don’t have all the information, you need to get in touch with them to get a search done. Contact details for ringing or e-mailing GRONI:
The McKee/Watters marriage should be on-line on the GRONI site and you would be able to view that for £2.50 but if you want a copy of your relatives’s birth certificate in 1939 you need to order that from GRONI.