I have always had doubts as to William O'Grady having come from County Donegal; Ulster being a Protestant stronghold. Not wishing to bring religion into the mix and again just speculating, but I wonder why anyone but an Irish Catholic would leave at a time when it was decidedly advantagious to be Protestant in Ireland (although there would certainly be other reasons for emigrating.) On the other hand it seems to me that I did hear once of a mass exodus of Protestant Irish leaving through (not necessary from)County Donegal after the Battle of the Boyne, but I have not found any historical records to comfirm this. And to be perfectly honest, I have no idea what faith William O'Grady practiced or if this had any bearing on his leaving.What is certain is at that time the wealthier and landed Irish supporters of King James II were stripped of their titles and lands and rendered virtual paupers, especially those around the western counties of Clare, Limerick, etc.
Anyway I appreciate the fact that you are expending so much effort to find out the facts for us all rather than just speculating as I tend to do. I look forward to any information you find on your trip.