Hi Emily, thanks for posting about your ancestors! It certainly looks like you have found out some lovely information so far.
As you are probably aware, before 1864, records were kept in the form of church and parish records, so this may be a place to look. The
National Library of Ireland (NLI) has a family history section with details on how to search for records and a l
ist of researchers who can undertake research on your behalf.
As you mentioned, there are some variations in the spelling of the surnames for
McCosker, but they all seem to be around the Ulster province.
Annagh, County Cavan, is a small townland in Cavan, as you have found, the NLI has some
records online, but these wouldn't be as far back as you are looking for, unfortunately. The
Diocese of Kilmore, County Cavan maybe a place you need to focus on for church records.
Hopefully, some of our fellow members can add to the information you already have. 💚