Anne McCaffrey b.1852 Fermanagh

Unfortunately, McCaffrey is a very common name in Co. Fermanagh. I looked at the 1862 Griffiths Valuation head of household listing and found 10 Philip McCaffreys. Assuming Philip is the correct name and your Philip was still alive in 1862, one of these 10 is your relative. Note the third column is the townland and the fourth column is the civil parish. I would focus on the two records (I'm combining the father and son) in Enniskillen parish since the Fee family lived in Enniskillen parish. I also included the 1901 census record for Margaret Fee in case you did not have it.

Roger McDonnell

Mc Caffrey           Philip                Doochan                       Aghalurcher     Fermanagh
Mc Caffrey           Philip                Henrystughan                  Aghalurcher     Fermanagh
Mc Caffrey           Philip                Slush Hill                    Aghalurcher     Fermanagh
Mc Caffrey        Philip                Derryheely                 Aghavea     Fermanagh
Mc Caffrey        Philip                Greagh                     Aghavea     Fermanagh
Mc Caffrey       Philip              Tullyullagh                   Enniskillen     Fermanagh
Mc Caffrey       Philip, Jr.         Coolcran                      Enniskillen     Fermanagh
Mc Caffrey       Philip, Sr.         Coolcran                      Enniskillen     Fermanagh
Mc Caffrey        Philip              Derryclawan                  Derryvullan     Fermanagh
Mc Caffrey        Philip              Drumhoney                    Derryvullan     Fermanagh

http://www.census.nationalarchives.ie/reels/nai000775464/