It’s important to know that many RC parishes don’t have records for the early 1800s, so though clearly Kilbroney does, it would be unwise to assume it’s your ancestor because there are no others in the on-line records.
The idea of a single or correct spelling for a surname or a place name in Ireland is very much a recent phenomenon designed to meet the needs of modern officialdom. Before that there was no consistency. Names were spelled phonetically and each variation was down to the whim of the particular person recording the information. You will often see the spelling change as the records go back. This rarely indicates a deliberate decision to alter the name, nor even a mistake. Not everyone was literate, but even when they were, exact and consistent spelling simply wasn’t something they bothered about. In addition to varying the actual spelling, O’ or Mac prefixes were optional and were often omitted.
I looked at the 1828 marriage and I think that the bride’s name was Mary Feran
(a common surname in the parish), witnesses Henry Hill & J…(illegible) McNully.
https://registers.nli.ie/registers/vtls000633278#page/43/mode/1up
I notice another John McNally marriage in Kilbroney on 28.7.1820 to Margaret Magennis.
Looking at the 1901 census for Co. Down there were about 20 people named John McNeely/McNally/McNully in the county, so a fairly common name.
You could go search the Kilbroney baptism records to see if either of the 2 Johns had children in Ireland. That may tell you whether they stayed or emigrated. There are few other records from that period to search.
