I suspect like most other dioceses the priests are in short supply and thus overworked - there was one with some interest in Genealogy but not sure he is still on the Island - there are more catholic Records in Manx Museum but there was no requirement on the Priests to record burials, the church only needed a note of baptisms and marriages - you would be well advised to hire a professional researcher who can spend the time to search for you.

The parish register for Malew at this period would also include burials so again I suggest you borrow the film at your FHC and check - however as the Cholera saw many burials in a very short time with some urgency to dispose of bodies I suspect any entries would be very sparse