Maybe you could find his birth record from Hazelton, PA and see if there is more on his parents?
https://familysearch.org/pal:/MM9.3.1/TH-267-12153-23021-85?cc=1618491
Marriages NY
Leo C. Conaghan
Machinist
Residence W Hazelton, PA
Age: 27 Est Birth 1893 Hazelton, PA
Marital Status: 1st
Father: Patrick J. Conaghan
Mother: Mary Mcbride
Marriage 30 Jun 1920 Utica, Oneida, NY
Official Edw J. O’Toole, Priest, NY, NY
Spouse: Elizabeth G. English
Book Keeper
Residence W Utica
Age 24 Est Birth 1896 Oswego
Marital Status 1st
Spouse's Father: William
Spouse's Father's Titles & Terms:
Spouse's Mother: Elizabeth Mcconnell
Cannot read/write: Blind: Deaf and dumb: Otherwise disabled: Idiotic or insane:
View image
Source Citation
Year: 1880; Census Place: Philadelphia, Philadelphia, Pennsylvania; Roll: 1166; Family History Film: 1255166; Page: 198D; Enumeration District: 014; Image: 0409
Pennsylvania Historic and Museum Commission; Pennsylvania, USA; Certificate Number Range: 115001-118000