The Church of Ireland is a protestant Episcopalian denomination, so Mary was the same denomination as her brother, just she expressed it differently on the census. (William & Elizabeth also used the term Episcopalian in the 1901 census).
Being a Roman Catholic would not have been a problem for Ellen, and would not explain the special licence. The Church of Ireland marries all denominations and no special arrangements are required for that. Special licenses are more expensive than banns, and are often used if the couple need to marry in a hurry (eg because the bride is about to give birth) or because they were about to emigrate and weren’t able to wait the usual 3 or 4 weeks. Special licenses can also be obtained for a marriage where they couple don’t meet the normal residential requirements for that parish.
I suggested checking Tynan’s baptism records because it’s part of the same parish as Middletown and Killylea. You don’t know precisely where William was born. It might have been near Middletown, and in that case no records appear to exist, but he might have been born near Tynan and baptised there. Killylea only has records from 1845 which is too late, but I have a feeling the church only opened then so it can probably be ruled out.
The girls might be named after close relatives. There was a tradition of naming children according to the following rules:
The 1st son was usually named after the father's father
The 2nd son was usually named after the mother's father
The 3rd son was usually named after the father
The 4th son was usually named after the father's eldest brother
The 5th son was usually named after the mother's eldest brother
The 1st daughter was usually named after the mother's mother
The 2nd daughter was usually named after the father's mother
The 3rd daughter was usually named after the mother
The 4th daughter was usually named after the mother's eldest sister
The 5th daughter was usually named after the father's eldest sister
The problem with relying too heavily on naming patterns is that, apart from the fact that not all families followed it, there are lots of things that can upset it. Common ones that I have encountered are:
when the father and either of the grandparents have the same name. So you obviously can’t really have two or even three sons all with the same name, so a different name is needed though some families did actually use the same name again on the birth certificate, but differentiated with another more informal name for day to day use. So if you had two Georges (as per birth certs) you just called one of them something else eg Simon;
if a child dies young, then it was common practice to re-use the name for the next birth. But if you don’t know about the death, your analysis of who they were named after could be completely wrong.