All of the names mentioned are common in County Down.
Unfortunately all the surnames are common all over Ireland not just in Co. Down.
IGI lists 3 possiblities for children (born in Port Glasgow, Scotland):
Daniel Kelly & ___:
1. Eliza Kelly born 13 Mar.1857 (mother Cecelia McLaughlan)
2. Patrick Kelly born 18 Aug.1862 (mother Cecelia McLaughlin)
3. Thomas Kelly born 13 Aug.1859 (mother Sicilia McLachlan)
If the family did move to Scotland there will be far more records available there than in Ireland and some of them might give clues to where they actually came from in Ireland. If Daniel and Ceccilia died in Scotland their death certificates might list a place of birth (other than Ireland), census records might give clues as to the county, etc. Think you need to go through all Scottish records before looking in Ireland.
Note: originally posted with incorrect date of birth (1859) for Patrick.