Julie,
Tradition was to marry in the bride’s church, so it’s possible that the first wife was baptised there. Unfortunately the records for Bushmills Presbyterian church only start in 1820 so if it was her church, her baptism was obviously before records began.
Have you seen the marriage entry in the records? It’s very unlikely to contain parents names but you sometimes get a townland which could enable to you to check further in other sources. (The 1803 agricultural census has 3 McGee households listed in the parish of Billy. Allen McGee in Ballyallagh, Alexander in Ballylough and Daniel in Cloonty).
There’s a copy of the church records in PRONI (the public record office) in Belfast. Their copies are not on-line and so a personal visit is required to access them. If you are unable to go there yourself, you may need to employ a researcher.
http://www.proni.gov.uk/guide_to_church_records.pdf
Statutory death registration didn’t start till 1864 in Ireland, and Presbyterians generally didn’t keep burial records so finding a date of death may be difficult, unless she is listed on a gravestone.
