Here’s Fanny Gregg’s death in 1881. She was living in Magheranan (parish of Aghanunshin). Near Letterkenny. Informant was her daughter Ellen Blackwood, also of Magheranan:
https://www.irishgenealogy.ie/files/civil/deaths_returns/deaths_1881/06430/4847441.pdf
Here’s that family, including Ellen, in 1901:
https://www.census.nationalarchives.ie/pages/1901/Donegal/Castlewray/Magheranen/1187876/
And 1911:
https://www.census.nationalarchives.ie/pages/1911/Donegal/Castlewray/Magheranan/497895/
Death notices in the Londonderry Sentinel:
6th June 1840: On the 31st May, after a short illness, Mr. Richard Gregg, of
Moneylagan, near Letterkenny, aged 60 years.
11th Jan 1856: On the 7th inst., at his residence, Moneylaggin, near Letterkenny,
Mr. John Gregg, aged 63 years.
Probate abstracts from the PRONI wills site:
The Will of Anne Gregg late of Moneylaggan in the County of Donegal Widow deceased who died 2 July 1863 at Ednaharnin in said County was proved at Londonderry by the oaths of the Reverend Sampson Jack of Trentagh (Presbyterian Minister) and William Gregg of Ednaharnin aforesaid (Farmer) both in said County the Executors.
The will itself is viewable on-line and names many of Anne’s family. The Minister mentioned was Rev Sampson Jack of Trenta(gh) Presbyterian church. It was built in 1836 and I’d assume that was the family church from that time onwards.
The Will of Finlay Gregg late of Moneylagan County Donegal Farmer deceased who died 3 December 1866 at same place was proved at Londonderry by the oath of Robert Gregg of Killydysert (Letterkenny) in said County Farmer one of the Executors.
Again the above will is on-line. It mentions him having 2 farms, and the whereabouts of various relatives, including 2 children in Australia and son John in America. Rev John Kinnear was Minister of Letterkenny 1st Presbyterian church. So this family may have attended there.
With the family being Presbyterian, having a Scottish name and living in east Donegal, they are almost certainly descendants of Scots who settled in that area in the 1600s.