Prior to 1718 the vast majority of Irish that emigrated to the New World were Quakers that left the Armagh and Waterford areas and went to Pennsylvania. Bolton estimates, citing various sources, that by that date there were fewer than 500-600 Irish in the New World colonies. But in 1718 six ships reached New England from Derry, Coleraine, Belfast and Dublin, bring with them a number of young men and women to be assigned as servants to merchants and families in Boston. Along with these came the earliest Presbyterian groups, following on from the arrival into New England of two Ulster Presbyterian preachers three years earlier: the Rev William Homes, of Strabane (Co. Tyrone) settled on Martha's Vineyard and his brother-in-law the Rev Thomas Craighead settled just across on the mainland at Fall River. These two had sent back favourable reports and had lobbied locally to bring new colonists from Ireland.
More or less at the same time (1719 to be precise) the Ulster Scots started to arrive into Delaware and Pennsylvanie. The main port of entry was New Castle, which by that time was already a bustling town. The newcomers pushed north soon gained sufficient number and settlement to obtain a formal name for their first settlement on the western banks of the Susquehanna River up at current day Harrisburg: the name of that settlement was Donegal. Soon enough nearby to Donegal came, Derry and Toboyne. Seems to me pretty clear as to where those early Presbyterians came from!
The First Wave c1720s-30s
Delaware: Moses McKinley marries local widow Elizabeth Greenwater in New Castle 22nd Aug 1722. Where did Moses come from; not a notion. Where did he end up? Looks like we have another Moses McKinley fifty years later in North Carolina (not the Carburrus line). The name is sufficiently un-McKinley'ish to assume a link.
Pennsylvania: Matthew McKinley is named as administrator of Samuel McKinley in the latter's will of 1728, in Chester County PA. Typically this means that Samuel was in-extremis. But later that same year we have (another?) Samuel McKinley witnessing a will in the same county. The next McKinley to appear in Chester County gives us a bit of a break-through: in 1735 Patrick McKinley married Elenor Galbraith, daughter of James Galbraith. Galbraith had been one of the main forces behind the founding of Donegal and the family came from Newtown Cunningham, just 15 miles to the west of Londonderry. Patrick dies within the next ten years and his widow married one Benjamin Glas, but that first marriage produced three McKinley children:John, Joseph and Janet.
Boston: William MacKinley marries local widow Lydia Pomroy 1722. We than have in 1733 Lydiah Mekinly marrying a certain Youth Young in Boston on Dec 20th 1733. I take this to mean that William had passed away and the merry widow moved on to the aptly named third husband. By that time two more McKinley's had arrived in Boston as there are marriage records of Duncan McKinley marrying Mary Frost in October 1730 and John McKinly marrying Tersy Frayr the following year.
Last in in the 1730's, as far as I have found, was John McKinley (arrived 1736) who fathered Robert McKinley who in turn was sent as a ten year'old to live with his uncle in Chester, New Hampshire. This John had travelled over with a group including Robert Craige, Allen Templeton and John Orr: as my notes below show, this group looks as if it came from North Antrim. John and wife Ann stayed in Boston, but I suspect both parents died given that Robert McKinley (born Boston 1736) was sent up to his uncle at the age of 10 and subsequently became his heir. Clearly the eldest son of John being called Robert, suggests that this was the name of John's father.
From whence had they hailed?
Few Scotsmen emigrated to the US in the first half of the 18th century and post the defeat of Bonnie Prince Charlie at Culloden in 1745 most fled to France and Spain if they fled at all. The main Scottish emigration only gathered steam in the latter part of the 17th century. Thus there is a high probability that all of these McKinleys were Scots-Irish. This begs the question as to just who was in Ireland at those times. We know that prior to the 1660's the bulk of the Irish McKinleys were in the Donegal, Londonderry, Tyrone area, then came the second wave into the North Antrim area. These two groups are are seeding ground for the New World settlers. Names now come into play as one assumes that they maintained in this period the old Scottish method of first sons being names after the paternal grand-father, first daughter, paternal-grandmother etc. In Antrim the relevant names we have are a number of Daniel's and an occasional John and William. In Donegal the men-at-arms of the 1630's went by the names of John (four of them), Robert (two of them), Duncan, Fyndley, Thomas and James. By the time of the 1665 Hearth Money roll we have the name Patrick McKinley appearing alongside Fyndley in Taghboyne (place name of the third Scotch Irish settlement on the Suquehanna River in Pennsylvania). A generation later the name Samuel starts to appear in the Londonderry family. Both Duncan and Robert, as first names, remained resolutely west-Ulster rather than east-Ulster (ie Antrim), suggesting that John, who stayed in Boston where Duncan, John and William were already based, also hailed from the Donegal line.
So it seems to me that this first wave of McKinley's hailed from the families of the first settlers into Ulster.