Hi
The National Library of Ireland in Dublin has on microfilm, records for most RC Church Parishes in Ireland.Research in the National Library is free. Also the following website has Church records both RC and C of I for most counties.This is a Pay site.
http://www.rootsireland.ie/
The Co. Sligo Heritage and Genealogy Society also has Records for County Sligo . There is a fee for their services.
Aras Reddan, Temple St., Sligo
Tel: +353 71 9143728
Email: heritagesligo@eircom.net

R C Church records for Easkey are not available before 1864 for Births and before 1898 for Marriages.
Unfortunately many early registers were destroyed during the fire at the Public Records Office of Ireland in 1922, during the Civil War or were lost locally. The Roots Ireland website page for Sligo Lists the Church Records available.
If your ancestor Coggins was born before 1864 ,then there will be no records available. In 1864 Civil registration was introduced. Records of Births ,Marriage and Deaths for County Sligo are available in the Civil registrations Office Markievicz House ,Barack Street Sligo

Hope this helps
Rosaleen Scanlon