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I found a civil birth record for a December 23, 1865 birth for a Margaret Gillespie with parents Henry Gillespie and Margaret McCallin. This family lived in Drumanoo townland in Killybegs Upper civil parish (the civil record shows Drimanoo but I believe it is the same townland.).
Is it possible that either you don't have the correct surname for the mother or the registrar made a mistake with the name?
Did the whole family emigrate or just Maggie?