John Kinsella, coachman, Carlow and Dublin

I'm  searching for records of my great great grandparents John and Bridget Kinsella, who lived  circa 1830 to 1900.      They and their children came from Co.Carlow.  The family was Protestant and this seems to be quite unusual for the Kinsella name.   I have traced a marriage of John Kinsella and Bridget Conroy, which fits the dates, but it is in a Catholic church.   On all subsequent records of
marriages and censuses the family is Church of Ireland.     Is it feasible for the couple to have been Catholic and converted after their marriage?

The family seem to have moved to Dublin between 1870 and 1887, and subsequent records including the marriages of three daughters are in Dublin.
(My belief that they were sisters comes from the church marriage records and other highly coincidential  information, but I have no definite proof.)  My grandfather James Kinsella was the illegitimate child of one of their daughters,

Mary Kinsella, father unknown. James was born in New Street, Carlow, in 1883.   
    
The daughters' marriages and other information show that John Kinsella was a groom and coachman.  Is it likely that the family were protestant because they were servants to one of the protestant gentry in Carlow?    Two daughters Sarah and Elizabeth married English soldiers and emigrated to England.
 
I have searched online and found no trace of John's or Bridget's birth or death. Bridget was a widow in the 1901 census in Dublin and was named as mother of Elizabeth. I can provide more information if it helps.

I am looking for:
All information on protestant Kinsellas in Co Carlow, as they are probably all linked, to help me trace my Kinsella origin in Carlow.
BMD records of John and Bridget   (Bridget census says she was born in co Carlow,  but they probably both died in Dublin)
Births records of their children Mary, Sarah, Elizabeth.   
Any other children of John Kinsella.
The parish where the family lived when the daughters were born.
When and why they moved to Dublin.