PRONI’s catalogue has been built up over many years. They don’t have the records for every church in Ulster but where they know of records elsewhere the catalogue usually says where they are held eg “in local custody.” If there’s no reference to any early records for Clogh that suggests that none exist. That’s not unusual. There are many gaps in church records for all the usual reasons, weather damage, carelessness, or the records were simply not kept. You could try contacting the parish office to see if they know of any earlier records.
There’s a note in the Drumgooland Church of Ireland records in PRONI (MIC 1/40), dated 1st Feb 1779, which says:
“A marriage and some baptisms prior to the record of this book with the utmost submission inserted here for this reason that this parish had no register book kept in it before, as far as can be remembered.”
That probably tells you all you need to know about the standards of record keeping that sometimes prevailed in the 18th & 19th centuries. It was evidently haphazard at times, and consequently many early records are either lost or were never kept in the first place.