Civil registration was introduced in Ireland in 1864. If you know the names and dates of birth/marriages of your ancestors before they left, you should be able to isolate your ancestral area in Donegal through this method.
If you are uncertain of dates it might be better to confirm as much information as possible in Scotland before approaching the GRO in Dublin (http://www.groireland.ie/). Civil registration information in Ireland may also be available through the Church of Latter Day Saints Family History Centres in Scotland.
As for the name, McCallion derives from the Gaelic Mac Cailein. Translates into English as "Son of Colin". Colin originates from Cailean, which in English means "young dog". In Ireland and Gaelic Scotland this signified a young soldier.
When the surname is formed with the inclusion of the "Mac" the spelling Cailean changes to Cailein to refelect the change in grammatical case. The story is that MacCallions/McKillens came from Scotland to fight as mercenaries for the O'Donnells in Ulster. There is believed to be some associated with the Clan Campbell originally in Scotland but as a surname it was adopted in Ulster some time possibly around 1400.