Tradition was to marry in the bride’s church so that may be where you will find Agnes’s baptism. There’s a copy of Comber Church of Ireland records in PRONI (the public record office) in Belfast. This is what they have:
Baptisms, 1683-1910; marriages, 1683-1913; burials, 1683-1927 vestry minutes, 1700-1914, which include a list of churchwardens, 1797-1834, and poor lists, c.1799-c.1834.
Extracts from Comber parish registers, 1712-1840.
The records are not on-line and a personal visit is required to view them.
John might also have been Church of Ireland, in which case you might find his baptism there too. But he could also have been of another denomination. (For example, there are a lot of Presbyterians in Co. Down).
Occupations such as bleachers and labourers make people tricky to trace. They tend to move around a lot, following the work and don’t often appear in street directories or in the land records. I had a look for James McKaig in Griffiths Valuation (1863) but he was not listed in Comber. There is 1 entry for Robert Montgomery in Griffiths. He had plot 41 in The Crescent, Comber. That was a house, outbuildings, yard and small garden. The sort of property that a labourer might have rented. However there’s no way of telling from Griffiths whether it was Agnes’s family.
http://www.askaboutireland.ie/griffith-valuation/index.xml?action=nameSearch
According to the revaluation records, he moved from that property in 1874. However whether that was because he died or had just moved, I don’t know. At the same time, an Eliza J. Montgomery appeared on plot 42. When women are listed in Griffiths they are usually widows, so I don’t know if this was Robert’s widow who moved to the hosue next door for some reason. Or it could just be a coincidence.
http://apps.proni.gov.uk/Val12B/ImageResult.aspx
Church records are probably your best line of enquiry for these 2 families.