OK, you say that James Sloan was born c 1799 and was a Methodist. Methodism took much longer to become established in Ireland than in other locations (mainly because Irish Methodists did not wish to sever from the Church of Ireland). The very first Methodist baptisms in Ireland did not take place till about 1820. So James would have been baptised into the Church of Ireland.
You have put this post under Loughgall. Loughgall Church of Ireland records start in 1706. I am not sure if they are on-line anywhere but there is a copy in PRONI (the public record office) in Belfast. A personal visit is generally required to access them.
Beyond his baptism (and that of any siblings) I am not sure there will be any other records of James existence in Ireland, given that he had left by 1824.