Looking for information on Sullivans and Lynch

Hi,

I am hoping someone may be able to help me or give me suggestions.  My great grandparents immigrated from Ireland about 1885.  My ggrandfathers name was John Sullivan although he sometimes went by Alfred. He married Catherine Lynch and they lived in the Mamaroneck/Rye area of New York. I have been told that my ggrandfather was born in Cork in 1851.  My Grandmothers death certificate listed her mothers birth place as Limerick,  She was born in 1856.  I have been on the Irish roots site and did find a Catherine Lynch and thought I had the right family.  I have found out I was wrong.  I can't find a death record for either of them.  I have searched every town in Westchester NY and have come up empty handed.  I have even called area Catholic Churches and Cemeteries to no avail.  Any suggestions of where to go from here?.  I am thinking of going to Albany NY to check vital records for Westchester.  I have them on a 1920 census but not 1930.  I am assuming they passed away within that 10 yr. span. I am a member of Ancestry.com and I believe I have investigated every record available that might include them.  I would appreciate any help I can get.  Thank you so much.

Diane Lavazza