Yes, Henry Joy was a Protestant, as were most of the United Irishmen in the north.

McCorley and McErlane (Roddy's mother's maiden name) are Irish names, not Scottish. In Toome, I was assured that McCorley is a VERY Catholic name. Obviously this does not guarantee that R was a Catholic but it seems more probably.

The older Roddy ballad says Roddy was a Defender, an almost exclusively Catholic organisation. Very few Catholics rebelled in the north but Defenders did take part in the Battle of Antrim.