Hello Diane, there is a baptism of a James with father Philip and mother Sara on the 25th April 1815 (born 24th) in Derry, address is Grenan, FAUGHANVALE, County Derry. This is now in Northern Ireland, so you should also look in PRONI in case there is further info. All records should be for Ireland pre 1921 but later it is Northern Ireland in case geography is not a strong point and two Irelands is confusing.
There is a lot of children baptised (8) to this couple in that parish but slightly different addresses, on some records the mother is Sara and on others it is Sarah McCurdy, the names are Samuel, May 1816; Robert in March 1814 (William April / May 1822, address Evish, Glendermott parish, Faughanvale, mother is give as Sarah McCurdy; Sally Jane Apr/ May 1822 address here is Gortnessy, Faughanvale, mother is Sally McCurdy. Thomas March 1826 Gorticross, Glendermott Parish, Faughanvale, mother Sarah McCurdy.
I do not see a marriage record. I am not sure if we have a Derry or Londonderry volunteer and I am not sure enough of the geography to identify why the different addresses, you can see the civil areas here https://www.townlands.ie/londonderry/faughanvale2/
The PRONI site is here https://www.nidirect.gov.uk/proni There was a land valuation in the 1850s and there is a William Montgomery in Faughanvale but not in the townlands shown above. http://www.askaboutireland.ie/griffith-valuation/index.xml?action=nameS…;
The Church of Ireland are putting their records online free here over time https://www.ireland.anglican.org/about/rcb-library/online-parish-records These are Anglican or Protestant records.
In Looking for a birth of Philip I see that there are 3 Montgomery births in Faughanvale (Falloward) to a Samuel Montgomery and a Margaret and thats all, amazing to me nowadays how often this occurs.
Good Luck
Pat