Have just come upon this thread with interest as I'm currently also trying to untangle several Hennessy lines who went to South Wales from Ireland around 1850's to work in the mining industry.
Mostly hailing from around the Myross district, Co Cork and in particular Doneraile town were "mine" came from.
My line worked in Dowlais and Aberfan areas but after the father Daniel Hennessy died the mother and a couple of their sons went to Lackawanna, Pennslyvannia USA in 1886, again to work in mining while remaining family members stayed in Wales.
I thought I would post this up for consideration when looking for missing Hennessy family members, maybe they too followed suit and emigrated for work prospects.
Don't know if this may be relevant to original enquiry as I did not see the details for the Hennessy - Lyons marriage but will be happy to help in any way if needed.
Best wishes all
Scatty