What denomination was Martin? I have assumed so far he was Catholic because the vast majority of people named Farrell in the 1901 Antrim census are RC (There are no Ferrells at all. They all seem to have settled on Farrell by 1901). However there are some Methodists, Presbyterians & Church of Ireland. John’s marriage to Maria Lammie in 1880 was Church of Ireland, though since tradition was to marry in the bride’s church it really only tells me she was likely to be that denomination. It doesn’t tell me what his was. I found clues suggesting the Farrell family may have been either Presbyterian or Church of Ireland. Here’s Catherine’s marriage to Thomas McBride and it was in Agnes St Presbyterian, Belfast. Witnesses were John Farrell & Margaret Farrell (who was she, I wonder?).
https://civilrecords.irishgenealogy.ie/churchrecords/images/marriage_returns/marriages_1879/11079/8054241.pdf
Here’s Agnes’s marriage to James Graham in Lower Falls, Belfast, Church of Ireland. (Witness was Margaret Farrell again). So 1 daughter married in a Presbyterian church and another in the Church of Ireland. Take your pick.
https://civilrecords.irishgenealogy.ie/churchrecords/images/marriage_re…
It’s quite important to find the precise denomination because, prior to 1864 it makes a big difference to what records may be available, and where they are kept.
The Ulster Historical Foundation and rootsireland appear to have baptisms for Mary Jane Farrell 1855, Catherine 1858 & William 1861 (to parents Martin Farrell & Mary Bell). I don’t have a subscription to either site but you might want to look at those records. Knowing where the baptisms took place and the precise denomination could help a bit.
The only clue we have so far is David’s birth in Dundrod in 1866. If that’s where the family came from and if they were Presbyterian, then Dundrod Presbyterian church has records from 1829. They are not on-line but there is a copy in PRONI. If they were Church of Ireland they probably attended Glenavy church. It has records from 1707 onwards. Again there’s a copy in PRONI. They might be on-line on rootsireland. (My guide to church of Ireland records says that site has some coverage for Glenavy. In other words they don't have all years records).
I looked in Griffiths Valuation (1862) and I do see Martin Farrell listed in Dundrod townland. He had plot 2Bb which was a labourer’s cottage on Robert Pott’s farm. (Modern Carnaghliss Rd). The cottage is not inhabited any more though it looks from Google Earth as though it might still be standing. There’s some sort of small building there anyway near a clump of trees. About a quarter of a mile from Dundrod Presbyterian church.
http://www.askaboutireland.ie/griffith-valuation/index.xml?action=nameS…
The Valuation revision records take Griffiths forward and are available on the PRONI website. They show Martin’s name against that property till 1876. So possibly Martin & Mary Jane only moved to Belfast around that year, even if some of their children had moved in earlier?