I expect you are referring to a baptismal record from 1778 in Dundonald that states: Baptism of William Watson, son of David Watson, day labourer at the Darlyhall, and Helen Whyte, spouses. As you can see, it says "the Darlyhall." None of the other numerous localities listed on this same page are preceded by "the," so Darlyhall probably refers to a building.
The other commenters here are probably correct in that it was in the vicinity of Darley Plantation, "A large plantation Chiefly Fir trees the property of the Duke of Portland" from the Dundonald O.S. books, vol. 25, from 1855-1857. There was no standardized spelling of place names or even surnames in those days.