From Callendar to Donegal
Going further back the have the following facts.
Fact 1: The Hearth Money Rolls of 1669 name the following McKinley householders in the County of Antrim (NB none named in the previous census substitutes etc., which suggests they arrived in post 1640). Daniel McKinley, Daniel McKenly, Robert McKenly, John McKinley, Daniell McKinley, Gilchrist McKinly, Widow McKnely, Malcum McKinly, Daniell McKinily, Widow Kinly, John McKinlagh, Malcullum McKinly and John McKinla. The predominant names therefore being Daniel (four times), John (three times) and two versions of Malcolm. Try as I might I couldn't find any sight or sound of a Daniel McKinley in the Callendar area. But John McKinley was a completely different issue: we have an existing tombstone of one John McKinley who died in the Callendar area on 13th August 1732 aged 52 - ie born 1679/80. He dovetails neatly into the birth year of the third suggested son of John (Iain) McKinley of the Anie, Callendar (son of Donald, son of Thomas, son of William, son of Finlay Mór). That is to say that this is John McKinley, younger brother of "James the Trooper". The Gaelic rendition of John being placed in brackets in the source material had me go check my Gaelic and of course what is the English version of the Gaelic Dónall ... Daniel of course. So here we have two of the three keys names of the Callendar McKinley's cropping up in Antrim one generation later. The three McKinley brothers in Callendar were Donald (alias Donall, alias Daniel), James (the Trooper...even though he was probably another fellow called David,...but anyway) and the youngest, John.
Fact 2: The father of John Iain (father of the three brothers mentioned above) is said to have been Donald McKinley born at the Anie circa 1589. A web-site of the Stewarts of Ardvorlich carries the following Court statement as proof of a Stewart who was told to "apprehend and try John Roy McDuff in Rannach for stealing under cloud and silence of night sky ... a mare pretaining to Donald McEanlay of Dulater" 6 July 1620. The Gaelic rendition of McKinley is without the K,...hence McEanlay. So we have a Donald McKinley having a mare stolen off him from his farmland in Callendar - Dulater being a part of Callendar.
Fact 3: most sources state that this Donald was the son of Thomas, son of William, son of Finlay Mór. They also state that Thomas had a brother, John, born in 1560 (Thomas in 1562). But this John completely disappears from Scottish records (well, "records" is an exaggeration...). Now here may lie the link between our Antrim McKinleys and our Donegal/Londonderry McKinleys. The Muster Rolls of Donegal and environs, taken in 1630, name fifteen McKinley males as men-at-arms. Six of these are John, three Robert, and two ffyndley. But the key here is that one of the John's is clearly named as John the elder, man at arms of the Bishop of Raphoe. But the forenames of John and ffyndley are very clear links back across to Callendar. We know that the Donegal McKinley's were in the area by 1611 as there is a stated reference to one Neale McKinly - meaning John brother of Thomas would have been 51 at that time, ie a senior clan member and quite likely to have been entitled "John the elder".
Fact 4: a couple of miles from Callendar lies Glen Finglas where a parallel McKinlay line "appears". There is reference to a Finlay McKinlay born 1580 who had a son Donald in 1615. There are suggestions that this Donald was father Donald, James the Trooper and John...but that we are unlikely to ever find out. There is only one other instance of a Finlay McKinlay outside of the Callendar area, and he appears two generations later. So again, we come back with a strong naming-link bewteen Donegal and Callendar. These Glen Finglas McKinlays disappear early in the 17th century.
Fact 5: I refer to the posting from Cheryl Rowe on Genforum on Feb 12th (re York PA connection of William McKinley to David McKinley). In this she talk of a comment from the Buchanan's suggesting that two groups of McKinley's crossed over to Ireland due to some form of persecution (legal, religious or feud?). If the Donegal McKinley's came from the line of John the elder, and that John the elder was brother of Thomas; and if the Antrim McKinleys followed some forty to fifty years later from the line of Donald: well then that story has legs.
Clearly there are issues with all of this: but the forenames do seem to stick (for the moment anyway).