McKinneys in Donegal (Moville?)

Hi, I am researching my 3x great-grandmother Ann McKinney (I don't have her maiden name), and her children Frances (my 2x great-grandmother), Daniel, and Owen.  I know from family that they were from Donegal, and I believe they lived in Moville (see note on Owen below).  The approximate dates I have are:

• Ann McKinney born in Ireland c 1805 (though not as McKinney)
Children, though I can't find any record for Ann's husband, their father:
• Frances McKinney born in Ireland  c 1827
• Daniel McKinney born in Ireland c 1834
• Owen McKinney born in Ireland c 1839 (I have one census record for Owen citing Moville as his birthplace -- actually it says Mevilee, Donegal, but it looks as if this must be Moville).

Emigrated to US in late 1840s per US census records, then lived in Brooklyn, NY (Kings County) from the 1850s into the 20th century.

I have found various US census records that document them living as a family, but have found no emigration/immigration records for them either individually or as a group; nor have I found any records for them at all in Ireland.  I have checked as many sites as I can find (Ancestry, Roots Ireland, Ireland.xo, Moville Heritage Facebook page), as well as the parish(es) in Moville, who report that they don't have records before 1847.

I am very interested in documenting their lives and relatives in Ireland and would be delighted if anyone has any info on this group.  Thank you!