Have you tried contacting the Donegal Library service. http://www.donegallibrary.ie/quicklinks/localfamilyhistory/
They are very helpful in the libaray. The link I gave you shows the collection they have with regards to Donegal.
The name McConnigly is still in the area but I'm not sure how it is spelled. I will ask about for you and let you know if I find anything out.