Thanks both,
Tara, the original 1841 census record shows that Mary was actually one month old when she died in 1836 (she wasn't alive at the time of the census). The seven Hedley children ranged in age from 5 to 17 in 1841 and Isabella stated that she had married Allen Hedley in 1821 (almost certainly in/around Newtownards).
Gaffy, it seems that Kyle 'Hedley' was, in fact, not a Hedley at all! The 1841 census shows him as 'Kyle Brown', aged 6 months, living with his mother Isabella Hedley and the others, so I believe he was probably Isabella's illegitimate son. In later life he seems to have understandably adopted the Hedley surname and, for ease, claimed that his own father was Allen Hedley. Kyle also had a 2-year-old full? brother called James Brown living in the Hedley household in 1841.
I'm keeping my fingers crossed that at least one useful baptismal record for the Hedleys/Browns might survive in the Newtownards records but, as you say Tara, the records may not necessarily mention the mother's maiden name...