The Irish government began the civil registration of births, marriages, and deaths for all religious denominations in 1864. The exception was that Protestant marriages were recorded by the government under civil registration on 1 April 1845. This means that any records in Ireland before 1864, except for Protestant marriages, have to be searched through church parish registers of the ancestors' religious denomination.
However, a book by Brian Mitchell called "A Guide To Irish Parish Registers" shows that church records for the Catholic Church only, exist in the civil parish of Drumreilly, where the townland of Drumconlevan was located. These registers go back to the year 1867. Mitchell's book does not show any Protestant church records (Church of Ireland or Presbyterian) existing for the Drumreilly civil parish.
You mentioned that your ancestor Arthur may have been killed by the Catholics, but did not mention if Arthur himself was Catholic. In any event there are no Protestant parish registers in existence for any of the townlands within the civil parish of Drumreilly.
If the Reilly family did belong to the Catholic Church in Drumconlevan, there may be a baptism record for William, born 1868.
The Latter Day Saints (LDS) have filmed these parish registers covering the years 1867-1880. Below is information and microfilm numbers for these parish registers:
Parochial registers of Drumreilly Lower, 1867-1880.
Authors Catholic Church. Parish of Drumreilly Lower (Leitrim) (Main Author)
Some writing is faded and illegible.
The Catholic parish of Drumreilly Lower contains part of the civil parish of Drumreilly.
Parish registers, 1867-1880FHL BRITISH Film 926129 Item 4
Baptisms, 1867-1881. Another copy.FHL BRITISH Film 979703 Item 3
The films can be ordered from your local Family History Center. I'd recommend ordering both films as one may be of better quality than the other.
In addition the LDS have filmed the Catholic registers for Corlough and Drumreilly covering both Counties Cavan and Leitrim. These registers cover the years 1877-1880. If any of the Arthur children got married in Ireland it's possible their marriage could be on these registers, or the Drumreilly Lower registers mentioned earlier. Information and microfilm number for the Corlough and Drumreilly registers follows:
Parochial registers of Corlough and Drumreilly (Cavan and Leitrim), 1877-1880
Authors Catholic Church. Parish of Corlough and Drumreilly (Cavan and Leitrim) (Main Author)
Notes Microfilm of original manuscripts in the National Library of Ireland, Dublin.
Some writing is faded and illegible.
The Catholic parish of Corlough includes parts of the civil parishes of Templeport and Drumreilly.
Baptisms, marriages and deaths, 1877-1880.FHL BRITISH Film 926129 Item 3
These church registers are on microfilm number 926129 Item 3, also available at your family History Center.
Because two of the three Reilly children were born after 1863, there should be civil birth records for them. Today, birth, marriage, and death records in the 26 counties of the Republic of Ireland are held by the General Register Office, Convent Road, Roscommon, County Roscommon, Ireland.
You can order these records by going to the GRO website at http://www.groireland.ie/http://www.groireland.ie/
Once at the website you'll have to download and then print the application forms, one application for the birth of Jane, born in 1865, and one for William born 1868. Fill out the application forms, add a credit card number, and then send them to the GRO. The application form asks where the birth took place. You would have to write that the births took place in Drumconlevan, civil parish of Drumreilly, County Leitrim. Keep in mind however, if these children were born in another civil parish or born in County Cavan, the GRO staff will probably not locate their birth records. But, I believe it's worth the small expense to find out.
And, if you supply an approximate year for the death of Arthur in Ireland, the GRO may be able to find his death certificate. However, you would have to state on the death application form his place of death and also give a year. The year does not have to be exact, as the GRO will search their indexes for the year you provide, plus the year before and the year after you provide.
For instance, if you state that Arthur died in 1879 in Drumconlevan, the GRO staff will search for the death for the years 1878-1879-1880. You can also send a second death record application stating that Arthur died in Drumconlevan in the year 1882. By providing this year, the GRO staff will search for his death for the years 1881-1882-1883. By sending two different death application forms as suggested above, you'll be able to cover a six year period in the death records from 1878-1883. His death certificate, if found, should tell you the cause of death. However, for this to work, he will have had to have died in Drumconlevan, or at least in the civil parish of Drumreilly. If he didn't die in Drumconlevan or another townland in Drumreilly Parish, the GRO won't go any further to search for his death any where else. If you do order two death certificates make sure to supply your credit card number on both death application forms.
It's also possible that Arthur Reilly and Sarah Jane Mitchell came from County Cavan originally, as Drumconlevan is close to the Cavan border. However, without knowing where in Cavan they came from it would be impossible to search for their marriage or baptism records in that county. It could also be that Arthur died in County Cavan.
To see a civil parish map of County Letirm showing the location of Drumreilly and Drumconlevan, go to the following website:
Except for Griffiths Valuation, I don't believe there will be any records before 1856 for your ancestors in Drumconlevan, Leitrim.
Best of Luck with your research June.