Very little is actually known with certainty regarding Catholics in Concord during the colonial period. English Jesuit missionaries had been active in Maryland from the first landing there in 1634. They had expanded into Delaware and then Pennsylvania about 78 years later. The first mission of The Roman Catholic church within the limits of Chester county must have been established between the years 1730 (when a misison was set up at the residence of Thomas WILCOX at Ivy Mills as early as 1720), but but 1729 is usually given as the date of the founding of the present parish of St. Thomas the Apostle. Jesuit missionaries stopped regularly at St. Mary's chapel at the Willcox's on their way from Bohemia to serve Philadelphia Catholics and 1757 at which latter date it appears there were in Chester county, under care of Robert HARDING, 18 men and 22 women; under care of Theodore SCHNEIDER , German heritage, 13 men and 9 women; Irish, 9 men and 6 women; under care of Ferdinand FARMER, Irish 23 men and 17 women; German, 3 men. Robert HARDING was a priest residing in Philadelphia, but the location of the others is not stated. By 1733, the Jesuits established St. Joseph's church in Philadelphia and from there they continued to visit the faithful at Concord and other outposts until 1790. The success of the Wilcox family indicates that, true to Penn's promise of religious freedom, throughout the colonial period Catholics found unhampered opportunity to practice their religion and pursue their livelihoods side by side with the Friends, Anglicans, and Baptists who made up the Concord community.
Catholics at this time were few and were served by these missionary priests who rode a mission circuit. Both Father Harding and Father Farmer were stationed at St. Joseph's Church in Phladelphia. Father Schneider was from the chapel of St. Paul at Goshenhoppen in Berks Co. The records of the people served by these priests will be found in the registers of the Church which the missionary was from.
Local Roman Catholic research
For Catholic Records, I believe you can write to the Philadelphia Archdiocese.
Try this website and select some of their subscreens.
I do know that records from Philadelphia Catholic Churches and maybe more are at the Phila Archdiocesan Historical Research Institute, which is part of St. Charles seminary. The address is 1000 East Wynnewood Road, Wynnewood PA 19096, and their phone number is 610-667-2125. Ask for the librarian.