McMullen = Henderson

1840 is before the start of statutory registration in Ireland, so you won’t find a marriage certificate or birth certificates for this couple.  Prior to statutory registration you need to rely on church records. To do that ideally you need to know what denomination they were and where in the county they lived.  Not all the records for that period have survived and not all of what does exist is on-line. So it can be hard going.

Looking at the 1901 census of Fermanagh, there were 76 people named Henderson. They were a mix of Church of Ireland, Methodist, Presbyterian & Roman Catholic. There were 35 McMullen/McMullon/McMullan.  They too were a mix of the same  denominations, mainly an equal split between COI & RC with just 1 Presbyterian.

Rossory Church of Ireland has the following records:

Baptisms, 1796-7 and 1799-1956; marriages, 1799- 1950; burials, 1799-1923; vestry minutes, 1763-1870.

Rossory is part of Ennniskillen RC parish. They have records for: Baptisms, 1838-81; marriages, 1817-80.

The nearest Presbyterian church is probably Enniskillen. They have records: Baptisms, 1819-35 and 1837-1986; marriages, 1819-34 and 1838-45;

To cover all likely denominations for that parish, there are also some Methodist records:

Baptisms, 1823-1953; marriages, 1864-1906; (Methodist marriages prior to 1864 were likely to have been in the Church of Ireland).

The above Church of Ireland, Presbyterian & Methodist records are all in PRONI (the public record office) in Belfast. They are not on-line and a personal visit is required to view them. The RC parish records are on-line free on the National Library site:

https://www.nli.ie/en/family-history-introduction.aspx

Possibly DNA testing may be a way of matching with others who have additional information about where the family originate. Family Tree DNA reportedly has more people with Ulster roots than any other company. That obviously increases the chances of finding a match. You might want to try them or, if you have already tested, you can transfer your results to them for no fee.

The North of Ireland Family History Society are running an Ulster DNA project and can offer FTDNA testing kits at a reduced price.  http://www.nifhs.org (Go to DNA project on the website).