Hello Peter.
I have Mackey ancestry only in a female line. I've found out, only recently, that Martha née Mackey, who married Henry McLorinan, was a great-great-great-grandmother of mine. (See the separate topic on this board, McLorinan family burying-ground Antrim.) There wouldn't be any point, for your purpose, in my doing a Y chromosome DNA test.
From the PRONI records that Jon_ni gave you a link for, it looks as if the baptism records for First Antrim Presbyterian have a gap (between 1792 and 1820) that excludes all but the youngest two of your five. Second Presbyterian is too recent. There don't seem to be records from the now disused Unitarian/Non Subscribing Presbyterian church. Mary Mackey, sister of Martha, my ancestor, and of Rev. Alexander, was previously a Unitarian, probably a member of that church, so I hope it was her family's church — "hope" because I'm hoping to hear, either from Antrim and Newtownabbey council or from Elwyn Soutter, about informative gravestone inscriptions. (Again, see that other topic on this board.) If I could go to Antrim, I would want to explore that graveyard,, but Elwyn says he's willing.
Your Ancestry tree is excellent about posting sources. (Mine not so much, I'm afraid.) It's frustrating to get a hint from Ancestry about someone you're working on, and it takes you to another tree whose claims about that person are sourced only in yet another tree, and so on into a rabbit hole. But obviously many people use Ancestry just to store information for their own purposes, not thinking about help to others, and they are surely within their rights to do that.
Jon_ni, the Presbyterian history links you give in your second paragraph both induce my browser to warn me not to go to the sites; do you know what that's about?