Hi Sloanequest and welcome to Rootschat. You will find your way round eventually, we were all in the same boat at one time.
I think that records for Roman Catholic churches could have been kept at the church of the marriage, baptism etc, but sometimes if there was more than one Catholic church in the district, records for the whole parish could have been kept at one of them.
It really would be worthwhile you having a look at Rootsireland, which is where I got the information so far. It seems there is a document for the 1858 marriage but you would have to pay. I have no credits at the moment. I would post an enquiry on the Co. Down board if I were you. I have put a link on that board to this thread for you.