Hi Sashar
I am related to the Sheridan's.  My Grandmother was Florence, sister of Isabel Sheridan, married to Robert McCoy/Coy son of Mary Jane Reid.  So very distant really.  I was filling in some gaps for my Dad, who is 88 and remembered McCoys from when he was a kid, but didn't know how they were related.
I saw your conversation and thought that if you needed help, particularly with Sth Aust BDM, I have some access.
I'd love to know about the name changing... Coy to McCoy.
I'm also interested in Mary Jane Reid's husband John James Coy / James McCoy - records from before and coming to Aust.
Let me know what you are interested in.  
cheers
Dawn