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No luck searching for Annie Grace McMahon. I looked on two sites: the free site www.irishgenealogy.ie which has Co. Kerry church records and the subscription site Roots Ireland and did not locate any McMahon baptismal records where the father was William and the maiden name of the mother was either Coakley or Sheehy. I searched for all of Ireland.
Here is a link to the 19th century parish register for Killarney church https://registers.nli.ie/parishes/0675 You may want to scan the register around 1860 to see if you can find some leads.