The MI's certainly cover Roman Catholics - there were no specific Catholic burial grounds except for three MI's to priests in grounds of St Mary's Douglas.
Likewise for burials - no specific RC burial registers
There are RC marriage and baptismal registers - those pre 1849 are on film (and indexed by Brian) as a copy of the regs of all non-Established churches had to be deposited with the Rolls Office when the registration of baptisms and marriages was amended in 1849 (that act can be thanked for enforcing the requirent of names of both parents in the entries). The RC reg was written in a very poor (and hurried hand) thus Brian's index contains several errors - a film of the original register (tho it has lost 1st page I think) is held by museum but not in Mormon list.
The non conformist (Congrgationalist) chapel's reg is also on that film - however Rev S Haining states in a note in 1821 presentments that from 1810 to May 1821 he bapt 40 children 22male 18 female which is a few more than in the list as extracted by Brian