The Rootsireland information you have for Ross is slightly misleading in the sense that though it is described as a ?Church Burial Record?, to me it?s information taken from the statutory death records (which started in 1864), not from church records at all. (In Ireland, the RC church doesn?t normally keep any burial records).
There could be a couple of reasons that Ross?s death is recorded in Aghaloo, rather than in Errigal Truagh. One is that that?s where he was when he died. The other may be that the civil and RC parish boundaries aren?t the same, putting part of the RC parish of Errigal Truagh in the civil parish of Aghaloo. (RC parish boundaries and parish names are often different from the civil ones.). If you buy a full death certificate from GRO Roscommon you may get a little more information eg the place of death. When someone dies away from their normal residence the death certificate usually records both addresses. Roots Ireland only have Killydreen down in their transcript but if he died in a different townland, that would normally be recorded as well as usual residence.
The death was registered in Clogher 1858 volume 8, page 85. You can order a photocopy from GRO Roscommon for ?4 per certificate. Put the place, year, volume & page number on the application form (anywhere). Don?t worry about leaving some boxes blank. You don?t need to fill them all in if you have the reference details. http://www.groireland.ie/ You have to post or fax the form to them but they will e-mail the copy certificate to you if you wish. Tick the relevant box on the form.
Killydreen is in the RC parish of Errigal Truough. Assuming the family always lived there, then those are certainly the records to focus on if you are looking for baptisms and marriages. You don?t need to worry about which church he attended for record searching purposes as in general the records for the whole parish should all be kept together in the collections in PRONI and the National Library.
For burial purposes it may just be a question of searching the local graveyards. Families often had plots in unexpected places, and some graveyards were multi-denominational so don?t rule out the local Church of Ireland graveyards if you can?t find anything in the RC graveyards. Bear in mind too that most people didn?t have a gravestone, so you may not find anything at all.
I assume you are aware that Ross?s farm in Killydreen is shown on Griffiths Valuation for 1860, so that would be easy enough to locate today, should you wish to do so. (Plot 4, a farmhouse, outbuildings and 10 and a half acres.).
http://www.askaboutireland.ie/griffith-valuation/index.xml
Ross M?Kenna is also listed in the tithe applotment records for Killydreen in 1826.
http://titheapplotmentbooks.nationalarchives.ie/search/tab/home.jsp
3 of the households in Killydreen were occupied by McKenna families in the 1901 census:
http://www.census.nationalarchives.ie/pages/1901/Monaghan/Shanmullagh/Killydreen/
I looked to see if Ross left a will but he does not appear to have done so, or at least probate wasn?t necessary if he did.