I've just been reading the message board for anyone with Donegal roots. It seems there should be a connection- there were only 16 McCloskey households in Donegal in 1857 according to Griffith's Valuation. 1 household in the parish of Clonca, 3 in Inver, 10 in Killymard and 2 in Muff.
My Charles Patrick was b. c. 1851 supposedly in Kilcar which would be near Inver and Killymard.
He immigrated abt. 1886 according to the 1910 census and lived in Philadelphia and NJ.
Children were Mary b. 1891 PA, Margaret b. 1895 NJ, George b. 1896 NJ and John b. 1901 NJ. They were back in Philadelphia for the 1910 census.
Anyone with similar?