Went back to this applied what Legacy just said so I’m gonna take a quick stab at this.
So, this was the first clue posted which means (1) It has to be an IP, and (2) It was the first one locked or designed if it’s already being discussed. At this time we only have 3 consistent speculated IPs(Conjuring, Candyman, Billie as the Lagoon Show), meaning this must be one of the 2 left since Billie’s is cracked.
So:
1. Francis Keough was the Bishop of Providence, Rhode Island.
2. Bishop of the Catholic Faith(Indicated by “Mary Our Hope” on the coat of arms
3. Harrisville, Rhode Island is the location of The Conjuring 1.
4. He also was born in New Britain, Connecticut, being the state where the Warren Museum is located and being the central location of the Conjuring-Verse. Also, Conjuring 2 takes place in Britain.
5. Not really a step, but the Catholic Faith is a prominent part of the Conjuring movies - and the Nun is literally a horror version of a Catholic religious figure.
So Clue 1 = The Conjuring
I thought it could be Candyman but the only ties are “Mary” -> Bloody Mary -> Candyman or “Archbishop of the Poor” -> Cabrini Green -> Candyman. Conjuring has a lot more ties to this clue so I think that’s the final answer.