Keenan,
Without some idea of their denomination and where they lived in Co Antrim, it’s a needle in a haystack.
I looked in the 1901 census of Co. Antrim. There were 462 people named Keenan. 337 were Roman Catholic, the rest were a mix of Protestant denominations. There was no-one named McHeachie anywhere in Ireland in 1901. I’d say that name has got changed or mistranscribed since the family left Ireland. Maybe it was McKechnie, something like that. That’s fairly common in Co. Antrim. (They’d be mostly Presbyterian, so of Scottish origins).