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Vital records for N.I. counties only go up to 1921.

Thank you for that!

I had started a directory list before I headed off to bed so will post it anyway, although others have pointed it all out!

1894
 Royal Irish Police Barracks -  17 Roden Street

1901
McKee, James, sailor  44 Burnaby St

1907
McCabe, James, R.I.C., 4 Lomond Street (not yours, I assume)
McKee, Mrs. , 12 Donnybrook Street

{44 Burnaby Street -Wilson, James, labourer}

1910
McKee, Mrs., 12 Donnybrook Street
McCabe, James, R.I.C., 4 Lomond Street (if searching via address, it is Lomond Ave, Strandtown, 4. McCabe, Jas., con. R.I.C, and again, assuming not yours)

1912
McCabe, John, painter, 12 Donnybrook Street
McCabe, Jas., R.I.C., 8 Bethany Street (not yours?)

1918
McCabe, Jas., R.I.C., 139 Madrid Street (Not yours?)

(12 Donnybrook not found in person search, only in address search:  McCabe, Mrs.  12 Donnybrook St)

1924
McKee, Mrs.  12 Donnybrook St.

1932
McCabe, Mrs.  12 Donnybrook St.

1936 https://www.findagrave.com/memorial/193645203/annie-mccabe

1939
 McCabe, Miss M. 12 Donnybrook St.

1951
Pollock, Mrs. H.  12 Donnybrook St.
McCabe, Miss M.  14  Donnybrook St.
https://www.lennonwylie.co.uk/dcomplete1951_b.htm

1960
Pollock, Mrs. H.  12 Donnybrook St. (died 1963, newspaper article but no civil registration found)
McKee, Miss M.  14  Donnybrook St.

Great Aunt .

I am assuming that she is Jack's sister, and as the family thought her to be a McCabe, never married?

(Sorry for the questions, but it helps fill in a few things!)

I don't think James McCabe, the police officer, is the problem.  It's his wife Annie .. 

Looking at Gaffy's post here:  https://www.rootschat.com/forum/index.php?topic=881654.msg7543132#msg7543132

The age variants between the 1901 and 1911 could very well be due to Annie filling out the 1901, and her son John James filling out the 1911.

I agree that the family in the 1901 (Burnaby St) could very well be Annie McCabe.  Perhaps she took the children and left James for someone else, who could well be James McKee, a sailor, as the  1901 directory for the address of 44 Burnaby St lists it to James McKee, sailor.
https://www.lennonwylie.co.uk/bcomplete1901_2.htm

I can't find James McCabe in that directory either...

There is the pesky problem of the McKinstry name as well, on John James McCabe's 1915 marriage.

I'm drawing a blank on the sailor, James McKee, possibly due to reading far too many registers and directories!  It would be ideal to find him to rule in or out that 1901 Annie and children.

If these people are all connected, which certainly is a strong possibility, the problem is one or both were married to someone else, preventing them from marrying each other, and using the right names.

More digging is required!