There is not currently a parish in Sligo of that name, but it's possible that they were from the Catholic parish of Kilshalvey, which has a number of variant names, one of which is Bunninadden. The Catholic parish records for Kilshalvey which are available online go back to 1833 for marriages and 1840 for baptisms, and are available at this link:
https://registers.nli.ie/parishes/0124
That would be too late for your Luke or Owen, if the dates you have are correct, but you might find a younger sibling there.
That Catholic parish is located mostly in Sligo, but a portion of it is across the current border with Mayo (boundaries changed at times). The portion in Sligo is in the civil parish of Kilshalvey, which is an administrative district. You can see more info about that civil parish at this link,which has further links to info about the townlands wiithin the civil parish:
https://www.townlands.ie/sligo/kilshalvy1/
If you do locate a baptismal record for someone in your family, it will often indicate in which townland the family lived.
It's hard to be certain from the maps which you'll see at the sites mentioned above, but it appears that the portion of the Catholic parish which lies in Mayo is in the civil parish of Kilturra, about which you can see the same sort of info at this link:
https://www.townlands.ie/mayo/kilturra/
Killoran is the usual anglicized form of the Irish surname Mac Giolla Luaighrinn, which means "son of the devotee/disciple of Luaghrinn". The name originated in what is now Sligo, although it is also found to the south in Roscommon, where it is sometimes anglicized as Gilloran.
Davey is often an English surname, but it can be an anglicized form of the Irish surname Mac Daibhéid ("son of David"), which originated in what is now Donegal and Derry. It has also been anglicized as Mac Daid, MacDavitt, MacDevitt, or even Davison, but the Davey form is apparently peculiar (at least originally) to Mayo (a number of Ulster names are found in Mayo, due to population shifts over the years, especially after the Plantation of Ulster). Apparently, a branch of the Norman-Irish Burke family in Mayo also used the name Davey.
