I've been working on this again and not much further forward but putting details found so far into chronological order does make sense of a few things, I think, so bear with me as it might take more than one post to write it all out.
c1867 Annie ‘McKinstry’ born (age according to death reg. 1936)
Missing Annie’s ‘marriage’ to John McKinley1886, 3 Apr.- Mary
McKinley born
9 Blackwater St. (mother- Annie McKinley, worker wareroom; informant- Margret Madden, 14 Ton St.**
https://civilrecords.irishgenealogy.ie/churchrecords/images/birth_returns/births_1886/02606/1962500.pdf1886, 8 Apr.- Mary Josephine McKinley bapt. St. Peter’s (parents- John & Anne McKinley, 9 Blackwater St., spons. Margaret Madden) **Note: Ton St., small houses, off McDonnell St.
1888, 3 Oct.- John James McKinley born 9 Blackwater St. (parents- James McKinley (fireman) & Annie formerly McKinstry; informant- Margaret Madden, 44 McDonnell St.**)
https://civilrecords.irishgenealogy.ie/churchrecords/images/birth_returns/births_1888/02498/1926689.pdf1888, 21 Oct.- John James McKinley bapt. St. Paul’s (parents- Annie McKinley, 9 Blackwater St., spons. Margaret Madden)
1890 directory-
https://www.lennonwylie.co.uk/bcomplete1890.htm (9 Blackwater St.) and
https://www.lennonwylie.co.uk/bcomplete1890.htm (3 Fifth St.)- not at either address
1891, 18 May- Kathleen McKinley born
3 Fifth St. (mother- Annie McKinley (wareroom worker); informant- Margaret Madden, 50 McDonnell St.)
https://civilrecords.irishgenealogy.ie/churchrecords/images/birth_returns/births_1891/02392/1892195.pdf1891, 21 May- Catherine McKinley bapt. St. Peter’s (parents- James & Ann McKinley, 3 Fifth St., spons. Margaret Madden)
1891, 29 June- newspaper clipping- 3 Fifth St., house of Mrs. McKee mentions Margaret Madden (reply #77)
1893, 9 June- stillborn child of James & Annie McKee, 3 Fifth St. buried Belfast City Cemetery