Hello Kerryn
I'm from Sixmilebridge and am reasonably familiar with the Vandeleur family in this part of Co. Clare. In contrast with the Kilrush Vandeleurs, the Sixmilebridge/Newmarket-on-Fergus branch of the family are well regarded. I am unable to answer your specific query but would like to offer some information that may be relevant.
The Vandeleurs were a Protestant family and some members were quite evangelical in their beliefs in the 19th c, so a marriage with a Catholic, as I assume Margaret was, was unusual. The Vandeleurs worshipped in the Sixmilebridge Church of Ireland church, officially known as Kilfinaghta Parish Church. I do not have access to their registers.
The Catholic Birth & Marriage registers are now part available online thanks to the National Library. Assuming that Margaret was Catholic and wanted here children registered as Catholics and assuming that children were born soon after the 1836 marriage, I looked up the birth registers. On the first page,
http://registers.nli.ie/registers/vtls0 ... 5/mode/1up, on the 2nd Feb 1840, is the following partly indistinct entry in Latin,
Honora Vandeleur filia Thomas et Honora[?] McInerherny, sponsores Johannes Butler et Catherine[?] McInerherny . This entry records the birth of Honora Vandeleur to Thomas V. and Honora[?[ McInerney [modern spelling]. This couple isn't what you are looking for but I mention them as it is unusual to see another Vandeleur married to a Catholic at the same time as your James & Margaret. I scrolled down through the register until the end of 1843, looking for another Vandeleur entry. I found one on 5th Jan 1841 that recorded the birth of William, son of John [latin Johannes] Butler and Brigid McInerney and witnessed by [?] Butler & Bridget Vandeleur. It looks as if these 3 families were closely connected by marriage at least.