Yes, it was Agnes.
James Casey's parents were John Casey and Susanna Connelly; Susanna Connelly's parents were William Connelly and Agnes McMahon. Any connection? I have no birth date or place for Agnes (but I think it was Ireland). Susanna was born about 1858 in Ireland.
James Casey had a sister called Isabella Lee McMahon Casey that's why I was confused about the first name.
