One of those detained in Portadown, County Armagh, was reported to be a prominent loyalist who has close links with the paramilitary organisation the Ulster Volunteer Force.
Mr McGoldrick, a part-time taxi driver and recent graduate of Queen's University, Belfast, was found shot dead near Lurgan as Orangemen were gathering at Drumcree for their annual march.
Sir Patrick Mayhew, Secretary of State for Northern Ireland, yesterday met representatives of the loyalist Apprentice Boys from Londonderry about their march on 10 August near the Nationalist Bogside area of the city.
Many observers, including the police, fear a "Drumcree Mark Two" if no agreement is reached between the two communities about the route of the march, which last year provoked Nationalist violence.
At Stormont, informal talks will continue today in the all-party negotiations in an attempt to reach agreement on procedural differences before Monday, when it is hoped full-scale negotiations can start.
George Mitchell, the chairman, will circulate a paper proposing a possible agreement on procedural disputes.
The Ulster Unionists said they were waiting to study the proposals to see whether they represented a realistic way forward. The SDLP said it would be "unconscionable" for no agreement to be reached at least on procedural matters.Reuse content