Wayne:
I assume Robert Colwell/Caldwell was Church of Ireland. The subscription site Roots Ireland has church records for some Church of Ireland parishes in Co. Donegal back to the late 1700s/early 1800s. However, I was not able to find a baptismal record for a Robert Colwell/Caldwell around 1791 or a marriage record to a Sarah Porter. Many C of I parishes had their records destroyed in the 1922 Public Records Office fire in Dublin. Other parishes have their records held locally and the Representative Church Body Library in Dublin has other parish records which up to now are not searchable online.
In looking at available Tithe records from the late 1820 and the Griffiths Valuation records from 1857, the one parish that had a number of Caldwell records was Clonleigh near the border with Co. Tyrone. There were also some other records in nearby parishes along the Tyrone border.
Maybe your first step would be a DNA test. You may get matches with others who have Colwell/Caldwell connections and know more about the family origins in Donegal.
Roger McDonnell