Dear Gay_MC:
Thank you for your post to the Ireland Reaching Out message board.
I have found 4 possibilities for a Catherine Donnellan born about 1818 (+/-5 years) in County Galway. These transcribed records are available on Roots Ireland. Here is a brief synopsis of the information:
1. Catherine baptised 29 December 1819. Parish: Loughrea. Parents: Patrick Donnellan and Theresa Donohue. Sponsors: John Donohue and Bridget Durchern.
2. Catherine baptised 18 August 1821. Parish: Tuam. Parents: Patrick Donnellan and Honor Reily. Sponsors: Catherine Royan. The NLI has a microfilm page for this entry. It can be accessed for free on the following link: https://registers.nli.ie/parishes/1082
3. Catherine baptised 14 August 1823. Parish: Ballinasloe. Parents: Patrick Donnellan and Bridget (surname not recorded). Sponsors: John Finn and Catherine Mulleedy. The NLI has a microfilm copy of this register. Here is the link: https://registers.nli.ie/registers/vtls000632913#page/1/mode/1up
4. Catherine baptised 24 May 1823. Parish: Ballinasloe. Parents: James Donnellan and Margaret (surname not recorded) Sponsors Hugh Kirrily (poss. Curley) and Catherine Dugan. Again the above reference can be used at Entry No. 3 to view this record.
I was unable to find any transcribed marriage record for a Catherine Donnellan to a McGrath. It may be that the parish registers are not online (such as Loughrea), and you may have to look in other places.
You mentioned that she was transported after being tried in Wales. Have you looked at both Irish and British newspapers? FindMyPast has a good collection of both that might be worth viewing. In addition, I believe that there is a joint project underway to try to record some of the trial material/documentation.
The link is: http://www.nla.gov.au/research-guides/australian-joint-copying-project
If you need further assistance, please let us know.
Kind regards,
Jane.