Was your Matthew born 1815? I've just (purchased) 2 records that have some similarities to your family - & also some differences. Matthew Dancey baptised 9 Sept 1815 of Corrackan townland in Currin Parish Co Monaghan, mother Amelia Armstrong, father James Dancey. Also Anne Dancey baptised 13 June 1813 to same parents & same residence location.
I know that your family is thought to have Armagh connections but ther is no evidence (over quite a time & across different sources) of Dancey's in Armagh. Even the 1812 Pockridge who ended up in Leeds Co Ont & was believed to be from Armagh is now connected to Co Monaghan.
There is also a record (not yet purchased to find details)of a burial of a James Dancey in Co Monaghan in 1847, which could fir your time scales.