Thank you very much for your query. You say you did not find a marriage record in Ireland. Do you know what religion they were? If they were Church of Ireland, then records may be available for the early 19th century. The baptism records for Co. Roscommon begin in 1793. If I had some more detail of where in Roscommon your ancestor was from, I could direct you to the right registers. Let me know if you have any additional detail.
In the meantime, someone in the community in Co.Roscommon might be able to offer you more information, so keep checking the IRO website.