What I suggest is that first you Google the following: Dalry Ayr Scotland St Palladius. This will bring up the Dalry website for FamilySearch.org which will let you jump to Dalry, St Palladius Catholic Church where you find a history of the parish and the Church, and then will let you access Scotland Civil Registration which is located at: www.scotlandspeople.gov.uk
. This will all be explained.
Parish Records from pre-1855 in Scotland (called the OPRs) are now centralized at ScotlandsPeople, along with ALL the Statutory Registrations AFTER 1855. You must register to obtain a password (no charge) and then you are free to purchase credits to access all the records for a reasonable charge in order to view and copy the results of your searches.
There is a separate listing for Catholic Church records that are pre-1855 and then records are totally integrated. E.g. to obtain the marriage record you wanted, you will look under Catholic Registers (Marriages) for 1845 to find Paisley, St.Mirin's and then make your search. I suspect that since St Palladius was not built until 1848, until that time they were served from Paisley, Renfrewshire. I am not sure if the actual marriage was performed in Dalry or Paisley, but it was registered at St Mirin's Paisley. I believe the baptisms were performed at Dalry and recorded under the Parish of "Ayrshire" until 1848 when the church was actually built. I found the baptisms of both Ellen and James in Dalry but the latter's baptism was not registered until 1848 at St Palladius' Church.
I hope this answers most of your questions re. information.