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I know from earlier family research that John and Ann (Beatty) Devlin came from Moy, which is in Armagh, but near the border with Tyrone. I can't say that I know "why" they were Protestant--that would actually be a very interesting discovery, since most Devlins are Catholic--but why I know that they WERE Protestant is that they and all their relatives upon arriving in Canada report in the Canadian censuses from 1841 on as some form of Protest, most often Wesleyan Methodist. (And the son who is my ancestor was married to a Protestant by a Protestant minister.) Their children were Robert, John, William, Agnes, Jean, and Hugh. Jean was apparently married before they left for Ontario, and stayed in Ireland, but she is named in her father's will. I have a printout of that will; he died in an areat northwest of Toronto in the 1840's (I can't access my specific info at this moment). From grave markers in the area they went to in Canada, it looks like some of their Beatty in-laws went with them, as that last name is prominent among the headstones.
I am in the midwest of United States and have done research on the family in Toronto and the surrounding communities where the family lived in the mid 1800s. I have not had the opportunity to do any research in Northern Ireland.