Switching back to the Sloan family mentioned in the initial post - I'm presuming this family in Bray is your connection :
Sloan household, Balances Lane, Bray 1901
Sloan household, Somerset Ave., Bray 1911
There's no sign that I can find of baptisms for any of the three children in any of the Church of Ireland transcripts for North Wicklow on RootsIreland (subscription site). There was a Presbyterian Church in the town back to the 1870s at least so maybe that's where they were baptised ?
There are probable matches for the two girls on the Civil birth Index, and a less certain match for the Son William. All are in the Rathdown district which covered parts of North Co. Wicklow including the town of Bray, in addition to parts of South East Co. Dublin.
(Margaret Sloan - est. yob 1886 to 1889 based on census)
Name : Margaret Sloane
Event Type : Birth
Quarter and Year : Jan-Mar 1887
Registration District : Rathdown
Volume 2 / Page : 844
(Annie yob c1881)
Name Annie Sloan
Event Type Birth
Quarter and Year Jul - Sep 1878
Registration District Rathdown
Volume : 2 / Page : 893
No likely birth matches for a William Sloan in south Dublin or North Wicklow, but a possible match under the middle name he used.
(William yob c1880)
Name : David Sloane
Event Type : Birth
Quarter and Year : Jul - Sep 1879
Registration District : Rathdown
Volume : 2 / Page : 921
You can order research certs. from the GRO by post or Fax using the references above, these cost €4. See option 1 at this link
I think given how uncommon the surname is in the area that it would be worth trying a couple of the certs, as a match would give you Margaret's maiden name, which would to assist in marriages searches for James & Margaret. If they married in Ireland then a marriage cert would include father's names and occupations which should help confirm, or rule out, any possible baptisms located for them, and if by any chance they married in Scotland then one of their civil marriage certs would include names of both their parents.
There's also a likely death for Margaret :
Name : Margaret Sloan
Event Type : Death
Quarter and Year : Oct - Dec 1908
Registration District : Rathdown
Reported Age 56 (est. year of birth 1852)
Volume : 2 / Page : 651
There's also a possible Sloan connection in Bray on the census returns, not just by surname but matching county of birth, denomination and with the same trade in 1901 i.e. 'Car Proprieter', a John Sloan with Wife Mary Grove at Sloan Terrace in 1901 and 1911
In Thom's 1910 Sloan Terrace is shown as two houses on Meath Road, heads of Houshold at that time Alexander & John, Somerset Ave, is off Meath Road and heads towards the coast, Balances Lane is not listed so likely a small side street.