I searched the Irish Family History Foundation's database. It contains SOME of the surviving rcds for Co. Roscommon. Rcds B4 1840 are sparse.
For John Keegan B 1827 (exact), I found 1 B rcd. However, it was in Roscommon parish, not Athlone.
For the marriage of his parents, I can find a few rcds for Patrick in the years B4 his birth, but NO matching rcds for Mary Coley (+variants). Therefore, I don't believe this event was rcd'd, didn't survive, or hasn't been digitized.
Contact email@example.com for rcds on the parishes which haven't been digitized.