I search the IFHF's online database at ROOTSIRELAND.IE. It has abt 20 M church/civil/census/etc B/M/D records for MOST Irish counties. Records before 1863 become sparse - almost non-existant before 1800. Protestant records were the least likely to survive.
For a Thomas McDonnell and ??? Lambert marriage, 1840 +/- 5 yrs, Co. Roscommon, I found 0 records.