you'll find more on Robert on the founders and survivors website...lists siblings but not parents. I don't think we will get much further back than Robert because as you said...millions of Kellys. The brother John drowned in 1852. His records show a mother named as Anna. Robert has a sister listed a Julia and Johns sister is named as Judy on founders and survivors although when you look at the original it could even pass as Lucy!! This sister by the time robert had been sentenced had emigrated.
I don't suppose you have anything on the cornish family.A long time ago our ggrandmother always said someone on Grandpa Kellys side of the family was German. I have found a Cornish with the same father as Mary's father he came out after being pensioned off from the infantry. If he is the correct fellow then mary could quite easly have been born in Germany as back then they sometimes shlepped their families with them! Will be interested to see what you know.