Roddy is buried in Duneane Church of Ireland graveyard near Toome. I have visited it but the exact site in now unknown, vandalised into oblivion. However, this doesn't necessarily mean that he belonged to that Church, as Catholics were often then buried in various Protestant graveyards.
Most serious historians, for example A.T.Q. Stewart, say that Roddy was a Presbyterian - but cite no historical documents in evidence. My own view is that the circumstantial evidence suggests that he was more likely to have been a Catholic. This is based on his surname, a Gaelic one, his mother's maiden name, also a Gaelic one, and the fact that it was a sermon by the local Catholic priest, Father Devlin, that swayed the local community into betraying his hideout to the Rasharkin yeomen (in 1800).
Tho I do find his religion to be of interest, more interesting to me is what was his role in 1798, and afterwards, - was he a hero or a villain? If anyone has any evidence on this, please post it.
Thank you Bill Kennedy and wr for the positive comments on my book 'One Green Hill:Journeys through Irish songs' - I believe that some copies may still be available from the publisher's website !
PS Much as I love Shane MacGowan, his version is the worst ever!