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The RC records for Lifford/Clonleigh start in 1853 although there are some 1836-1837 records. I checked Roots Ireland and there were no McCool/McColl baptismal records in the 1836 period in Lifford. http://registers.nli.ie/parishes/0352
I did check the 1863 Griffiths Valuation head of household listing for Clonleigh civil parish and there was one McCool record-William McCool in Cloghfin townland. Not sure if he is related to Thomas McCool.
I've been to this area because my Brennans came from Clonleigh. They lived in Glenfad townland although most of them emigrated to Philadelphia by 1865.
Have you considered autosomal DNA testing?