[Little Bill]

I was on a web site and did a search on McGaughey and ended up in Ulster. There a Black Protestant McGaughey was hurling Sulpher and Brim Stone on Quivering Papest Mcgaughey’s.

[Darren McCarty]

Ulster is tougher to trace since it could be either Scots-Irish (Scottish roots) or Irish there. There's similarities as both have Gaelic roots, but there are some differences with the surnames. The Mc and Mac names (son of) are used in both surnames.

If that side is historically Catholic, it's more likely (not always) to be "Green" Irish. If it's historically Presbyterian (not always), it's more likely to be Scottish.

Many names have been Anglicized both in the US, and in Ireland and Britain. McCarthy/MacCarthy/McCarty/MacCarthy is obvious, but one of my good friends has over 20 variations of his surname in Ireland alone. The four you mention could all come from the same name, or they could be different just due to pronunciations. Picture Paddy, Mick, or Jock arriving in the US or talking to George the Brit with the various Celtic accents. McCoy, McCay, McGoy, McKay, McGaha.