Seeking info on Felix Connolly & his wife Sarah McElroy

My 4th great-grandparents were Felix Connolly (born about 1805) and his wife Sarah McElroy (born about 1815). They had two children in Ireland, Mary & James, both born around 1840. They immigrated to Rhode Island between 1840 and 1845. I found a possible ship passenger list for them, which oddly lists Sarah with her maiden name. In Rhode Island, Felix & Sarah had six more children: Patrick, Felix, Ann, John, William, and Catharine. 

I have several DNA matches connected through who I believe to be Sarah's sister, Mary McElroy (born about 1810). Mary's gravestone says that she was from Clogher, Tyrone. Besides that, I have no other information about Sarah, although I found a possible death record in Rhode Island for her that lists her parents names as John & Ann. 

Felix and Sarah are both basically untraceable before arriving to the U.S. I have not been able to find birth records for either Mary or James in Ireland, nor a marriage record for Felix and Sarah in either Ireland or Rhode Island. I would love to know more about their lives in Ireland, although I understand that the records are sparse during that time so the chances may be slim.