Edenderry isn’t a parish. It’s a townland. In fact there’s 2 of them in Co Armagh. One in the civil parish of Seagoe and the other in Eglish. If your Conroy ancestor lived near Portadown, I’d guess that he lived in Seagoe. So search Seagoe RC records. (According to the PRONI guide, they only start in 1843, but earlier entries may be found in Tullylish. So try that too. They start in 1833).