Canada: Prince Edward Island
Hi Jim: My grandfather's mother was a Catherine Connolly born Pei,Canada in 1865. I don't think she was from the same line of Connolly's... But have you looked at www.islandregister.com I was able to find out a few things there on my family of Connollys. Maybe this will help you? My family lived on lot 58. In Vernon River area.
Also, you can find the church adresses to write to there I believe. If any were born on the island they probably were baptised there and this would tell you who there parents were. If you know what area they were from.? Also the local Archives in Charlottetown should have some info for you. Another place to check would be the Charlottetown Guardian" a local paper.. I located a few Connollys this way (Obituarys etc.) Hope this info helps you..