Hello Marie,
I have some information on this Sullivan family as one of my great great grandmother's sister Elizabeth Hanavan married into them. She married Cornelius, brother of your James. Daniel is buried in Albion, now called "Town of Caledon" at St John the Evangelist RC Cemetery.
Actually I have James as being the son of John Sullivan and Mary Fintan. John and Mary are probably buried at St John's but there is no surviving marker.