Grandpa JJ, you may or may not know, had two younger sisters who died around 1910. Their names were Mary and Malinda. Just this morning, I received an e-mail from the church the O'Haras were attending in 1905, when Malinda was born, which is St. Augustine's in Brooklyn.
It appears that Malinda was named after her god-mother, who was, I assume, either a very close friend or a relative; maybe John or Mary had a sister named Malinda who married a McGlone? Her god-father is almost certainly her maternal uncle, Mary's brother. He was living with them in 1910, along with another brother (we assume), Martin King.