Robert,
If Katherine was born in 1858, then she would only have been 15 in 1873, when you believe she married. That cannot be correct. She wouldn?t have been able to marry at that age. One of those dates must be slightly wrong.
I have searched for a marriage between Robert and Katherine. The only match that I can find is for Robert Finlay to Catharine Mackay in Castlederg, Co Tyrone in 1870. (Volume 2, page 25). That?s 100 miles from Belfast and obviously if Catherine was truly born in 1858, she was only 12, so that may not be right. But I cannot find any other marriage for the couple anywhere else, up to 1878 and beyond.
I wouldn?t dismiss the Castlederg marriage, because I looked for her parents marriage and there was a Gilbert Macky who married Eliza in 1845 in Strabane. So that?s the same area. You might need to order the 2 certificates to get the full details to see if they are your family. I suspect Katherine was born earlier than 1858. You can obtain a transcript of the marriages from the rootsireland site or order photocopies of the original documents from GRO Roscommon for 4 euros each.
I looked for a marriage between James Finlay and Catherine Wallace but could not see one listed from April 1845 onwards. Possibly they married before that, in which case you may need to rely on church records.
Statutory birth registration didn?t start in Ireland till 1864 so it won?t be possible to find a birth certificate for Katherine Mackey/Mackay. We might be able to find her baptism, if we know her denomination and townland. If the 1870 marriage certificate proves to be her, that may give us the information we need.
Elwyn