Hi
I decided to drop the O' in O'Connell and searched for both a Thomas and Denis Connell and I got more results
1) Denis Connell baptised in the parish of Ballisodare/Kilvarvet (Dioceses of Achonry) in 1850. These records are available on Microfilm in Sligo Library.
The record is also available on the following site
http://sligo.brsgenealogy.com/
2)I also found on the above site a marriage record for a Thomas Connell in 1833 in the Parish of Emlafad/Kilmorgan(Achonry) available on microfilm in Sligo Library

3) Another site to try is this
http://www.irishgenealogy.ie/
I found a marriage details for Thomas Connell/Ellen Bowles 1846
4)Griffith Valuation has some positive results for Thomas and Denis Connell. Both are found in the Civil Parish of:Achonry: Barony of LEYNY :Union of TOBERCURRY

Sligo Library has Church records for all dioceses with the Exception of Elphin. These are available only in the Sligo Heritage Centre.
You have lots of possibilities to explore now
Rosaleen