I think your Caleb Walter McCormick is Kelip McCormack of Ballyhannon in the 1901 census. He is living with grandmother Martha and possible uncle Alexander lives nearby. It is possible this is Martha Jones who married John McCormick. The relationship "grandmother" might not be exact, but I would seriously consider it. Your Caleb is listed as Walter in 1910 in Connecticut. You might check to see he is associated with possible uncle John and Jennie (Orr) McCormick in Manchester, CT as John is a son of John and Martha. Jennie died 1910, so she may not be in the picture at the time Caleb arrived.
I can not find records at Knocknamuckley, so possibly a Portadown church is involved.
On a side note, Jennie has mother Elizabeth McCleary says a tree on-line. If you find anything on her, I would be very interested in a message.