Welcome to Rootschat and glad you enjoyed your visit to County Derry.
We have a record of John Caldwell helping to found the Magilligan Presbyterian Church in 1813 and two Caldwell spinsters are buried there (we think they are Alexander Caldwell's daughers).
Oddly, however, Alexander, John nor Daniel Caldwell were buried there.
A straight shot from the Caldwell farm along the old road is a Church of Ireland parish - Tamlaughtard. This Church is only several hundred yards from the farm and is much older so if these Caldwells stayed on the same land, or near there, this seems like a logical church for them. In fact, we found Luke and Robert Caldwell on the Vestry there in the 1700s.
Challenge is to try to tie John to any of them. We were not succesful in locating the burial place for John Caldwell, Alexander Caldwell, Daniel Caldwell or their sister.
There may be many of your relatives, including John, Alexander & Daniel, buried in Magilligan Presbyterian churchyard but perhaps no headsgtones or no surviving headstones. Or equally they could be buired at Church of Ireland burying ground with no headstones. They might or might not be reorded in the burial register (but Presbyterian Churches did not, and most still do not, keep burial registers).
If you Caldwells were always Presbyterian they would not have attended the Church of Ireland but could certainly be buried there. Years ago Presbyterians had to pay tithes to the Established Church (C. of I.) and were therefore entitled to be buried there.
Have you checked the 1831 census for the area to see which Caldwells were there? Although 1901 is the 1st complete census for all Ireland small fragments of earlier records did survive and for Co. Derry there is 1831. The census was more a religious census in that it only lists, under townland, head of household, number of males and females, and religion.
Have you checked the church records?
There is a Session Book for Magilligan Presbyterian Church (1814-45, 1851-1920), baptisms (1851-1920), lists of communicants (with session minutes & deaths 1890s), congregational census (1850). Also a congregaional census 1855.
Magilligan Church of Ireland- marriages 1820-26,1832-34; burials 1824-29, 183-34, 1837, 1844-1962. Vestry book 1820-43, 1844-1870, 1855-1897. Baptisms 1844-1961. Session book 1813-1857 contains baptisms 1814-54, 1857; marriages 1814-45, 1846-1923; members lists 1814/15, 1836; committee minutes 1823-28, etc.