I had a good feeling about that record for Annie.

Parts of Sligo at one point was part of Roscommon where you can find RC birth records back to the 1600's. No other county has this. I don't know how many parish priests didn't send their records to Dublin as requested by the then government.
Those that did most of the records were burned in the 1922 Four Courts Fire. Some priests copied out their parish records some just didn't send them in and that is why they survived.

Have you tried MILGENIRE (military genealogy ireland) a message board for the Irish Military. Sounds like you have all the Brit Army info and I don't know if the above would help or not.

Good Luck in your searching. Annette