You don’t say what denomination the family were but there are not a lot of records for this parish for the period you are interested in. The Church of Ireland at Cooley or Sixmilecross has baptism and marriages from 1836. Drumnakilly and Termonmaguirk (both also in the parish of Termonmaguirk) lost their early records in the 1922 fire. Sixmilecross Presbyterian church has no records earlier than 1900 as they too had afire. The RC records start in 1834 and are on-line on the NLI site.
The surviving Church of Ireland records are in PRONI in Belfast. They are not on-line and a personal visit is therefore required to view them.