Jacynthe gave you quite a bit so I won't repeat that. I did find a baptism for a daughter Theresa Helen Grace O'Sullivan
Quebec, Vital and Church Records (Drouin Collection), 1621-1967 about Teresa Helen Grace O'Sullivan Name: Teresa Helen Grace O'Sullivan Event: Baptême (Baptism) Baptism Year: 1925 Baptism Location: Martindale, Québec
On the 22nd day of November 1925, I the undersigned pastor have baptized Teresa Helen Grace, lawful daughter of Martin B. O'Sullivan and Mary Elizabeth Daly - born on the 16th instant. The sponsors are Joseph Daly and Clair Garmon.
Where Clair Garmon signed it looks like Garmon but could be Gannon ?
Did Martin and Mary Elizabeth have any other children? I could look for them as well.