I can see the marriage of James McConnell to Isabella Hall registered in Cootehill, Co Cavan 1855 Volume 4, page 398. It might be worth ordering a copy of that cert from GRO Roscommon, to get their townlands (addresses) to help trace the family back. It will normally list both fathers (but not the mothers).
It was evidently a protestant ceremony. Tradition was to marry in the bride’s church, so that may not necessarily be where James family attended church. (The marriage cert will tell you which church the marriage took place in). His townland will help ascertain where he came from. Do you know his denomination? If so, you may then be able to locate any surviving parish records which may have his and any siblings baptisms.
If either family was Church of Ireland and from Currin parish, then that parish’s baptisms start in 1835, marriages in 1812 and burials 1816. If they were Presbyterian, then there would appear to have been 2 churches in the area. Drum 1st Presbyterian Church has baptisms from 1867 and marriages from 1845; Drum 2nd has baptisms from 1868 and marriages from 1845. Copies of all these church records are held in PRONI, Belfast. (Doesn’t look promising for finding James’ baptism though).
Irish naming tradition was to name the first son after the father’s father. So 1st son named William does fit OK.
Griffiths Valuation for 1858 only has one Hall household listed in the parish of Currin. That was for a James Hall who had a farm and just under 14 acres in the townland of Briscarnagh. Possibly Isabella’s father? The marriage certificate should tell you. There was still a James Hall (b c 1845) farming there in 1901, with his sister Rachael (maiden name Hall) who married in 1889. James Hall and his sister were Presbyterian (indicative of Scottish Plantation origins):