GenUKI has this to say:
"BAGBY, in the parish of Kirby Knowle, and wapentake of Birdforth; 4¼ miles S. of Kirby Knowle, 3 miles SE. of Thirsk. Here are two chapels, a Methodist chapel and a Chapel of Ease (see Churches for photograph), of which the rector of Kirby Knowle is curate. Pop. 242."
[Transcribed information mainly from the early 1820s]
A Chapel-of-ease is a church that is within a parish, but is NOT a parish church, built for the attendance of those who cannot reach the parish church conveniently.