Marianne,
Succession lists of the Diocese of Dromore, by Henry B. Swanzy, Dean of Dromore, and edited by Canon J.B. Leslie (Carswell, Belfast 1933, price 7s. 6d.) has this entry for Frederick under curates of Dromara:
4th son of the Rev. Mark Cassidy, Chancellor of Kilfenora and Rector of Newtownards; born Down; T.C.D. 18 Oct. 1830 aged 17 BA 1838; Vicar of Grindon, Durham; died unm. 27 Aug. 1882.
Something doesn't figure there! Burke's Irish Family Records says Frederick d. 4 Sep. 1890 (no further details) and it was his younger brother William who was vicar of Grindon and d. in 1882.
Have you tried Alumni Dublinenses? See whether it's available as a Google Book or on the Mormon web site.
There's a long entry for Mark in the succession lists for the diocese of Down.
Too much to transcribe, but if you like to send me a P.M. with your eMail address I could scan it for you.