I may have located some info online for your family (which may be related to mine, by the way). In the Family Search database, there is a Nicholas McDonagh and Bridget Jordan married couple, who are listed with several of their children, all born In Killedan at about the right time.
The Family Search site is run by the LDS church, but is free for all to use, and it's the largest genealogical database in the world. It’s actually arranged as one giant family tree, rather than separate trees set up by individual users, and you can access the site here: https://www.familysearch.org Once you do that, you'll need to create a (free) account, but they don't ask for much in the way of personal info, and (in case you're worried) no missionaries will call or anything like that. Once you're logged in, you can find Nicholas at his record ID#, which is 969S-LB1. You'll be able to see easily how to maneuver up and down by clicking on other names shown in each person’s record. You can also see who contributed info and send private messages to them. If you get hooked on the site, you may want to take a class at one of the Mormon Family History Centers about how to use the many features which it offers.
One feature is that the site automatically locates potentially relevant records for you, and offers them to you for review (like the Ancestry "leaf" function), and you can then attach them to the records for your family members if they are relevant. It's a good way to find additional children in a family. Right now, the site is offering a number of records for the family, and many of them seem relevant. I started to add some of those records, but decided to stop and let you handle it, if interested. There is also an interesting discrepancy for some of the records, which may not actually be a discrepancy. Some records which seem clearly related have the couple listed instead as Nicholas McDonagh and Bridget Sheridan, and you mentioned the name Sheridan above as well. As it happens, the two surnames may be the same. In Ireland, the surname Jordan can be an anglicization of the Irish name Mac Siúrtáin, and that name has also been anglicized as Sheridan (the Irish pronunciation is somewhere between the two names). I know from my own family that the area was heavily Irish-speaking, even into the early 20th century, because I have two grandparents who grew up there and spoke Irish at home until they left for America in the early 1900's. If the Jordan's and Sheridan's in the area were (as seems likely) Irish speaking, the apparently different surnames may have resulted from different choices in how to anglicize their Irish surname, made by different parish priests at different times. This sometimes happened even within the same family, in the same generation.
I mentioned a possible connection to my family. My grandfather, James Peter Gallagher, grew up in the parish of Killedan, in the townland of Carownteeaun. There were several McDonagh's who acted as witnesses at weddings in his family, who were presumably relatives (perhaps cousins). I checked the 1901 census records, and there were several McDonagh families living in Carrownteeaun, as well as the neighboring townlands of Treannagleragh and Cloondoolough. The other surnames occurring in the area are almost all ones which occur in my family, and the families in the area have intermarried for centuries (some perhaps for much longer), so while I'm not aware of any specific McDonagh connection, we might well be related. I've had my DNA tested, and if you want to compare results, mine are on GEDMATCH as kit number T780556.
With respect to the wedding in Swinford, note that weddings were usually held in the bride's home parish, so the Jordan/Sheridan family may have been from there (Kilconduff is another name for the parish in which the town of Swinford is located).
The McDonagh surname arose separately in several places in Ireland. In Mayo, it usually comes from the Irish name Mac Donnchadha, meaning "son of Donagh". They were a branch of the Mac Dermotts, who were a large "clan". According to MacLysaght's "Surnames of Ireland", the Mac Donnchadha surname in that area originated in what is now County Sligo, which is just to the northeast, so it is a fairly common surname in eastern County Mayo.
You may already know that the online parish records for Killedan only go back to 1861, for the most part, with some marriage records as far back as 1834. If Nicholas and Bridget raised their children there, however, you should be able to find them You can find the records here: https://registers.nli.ie/parishes/0135 The records on Family Search do contain some baptismal records, but the details given are sketchy. You can probably find more info by searching the same dates in the parish register, and the parish register often states the townland in which the family lived.
Civil records of births began in 1864, and Family Search has found several of the McDonagh children that way. If you find a civil birth record listed as being in Swinford, note that Swinford was the civil registration district for the area, so the birth in question may actually have taken place in Killedan.
In case you learn that one of the townlands which I mentioned is relevant to your family, you can find more info about them at this link:
https://www.townlands.ie/mayo/gallen/killedan/killedan/treannagleragh/
That will take you to the info for Treannagleragh, but there are links there for the other townlands. There are also links to census records for the townlands, as well as records from Griffiths Valuation.