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The RC parish of Glenade mostly has territory in Co. Leitrim but part of the parish covered part of Rossinver parish in Co. Sligo. This would explain why the family lived in Sligo but went to an RC church in Leitrim. The other complication is that the records for Glenade parish start in November 1867 http://registers.nli.ie/parishes/0835 so if the brothers and sisters were all older than Edward then no church baptismal records would exist.
The 1901 census for Mullanfad in Co. Sligo had five McSharry households. http://census.nationalarchives.ie/search/
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