My suggestion is to follow down the church records, so what is possibly available or borrowable thro LDS for of Kilmegan civil parish at Ros Davies website, is the following.
St. Malachy's Catholic Church, Castlewellan at the southern end of town on the Rathfriland Road, Parochial House; 91 Main St, Castlewellan BT31 9Dh tel: 4377 8259 Fax; 4377 0349
PRONI has baptisms 1859-1881; NLI has baptisms 1859-1880 , marriages 1859- 1880; UHF has baptisms 1859-1899, marriages 1859-1899 & burials 1866-1868, no graveyard
Sacred Heart Catholic Church, Dundrum in the Catholic parish of Ballykinler
Parochial House 33 Main St, Dundrum BT33 0LU Tel; 4375 1212
no graveyard; Burials in St. Joseph's Ballykinler or Aughlisnafin; UHF has baptisms 1854-1900 & marriages 1855-1900
Immaculate Conception of Blessed Virgin Mary, Catholic Church in Aughlisnafin townland
Graveyard attached, graveyard inscriptions UHF Vol 9; email me for a gravestone look-up
Clanvaraghan Catholic Church-St Mary of the Angels on a back road between Castlewellan & Dromara BT31 graveyard attached; pay per view gravestones inscriptions on
www.irishgenealogy.ieFinally you unless you live in or visit NI, you need someone to look up the combinations of what you know in the 1901 or 1911 census that is apparently available in NI libraries from the PRONI buit not to others ie myself living in England.
So I wish you well onwards, Jim