After so many questions, I thought it would be good to enclose the official teaching of the Church from the Catholic Catechism.
III. THE FINAL PURIFICATION, OR PURGATORY
1030 All who die in God's grace and friendship, but still imperfectly purified, are indeed assured of their eternal salvation; but after death they undergo purification, so as to achieve the holiness necessary to enter the joy of heaven.
1031 The Church gives the name Purgatory to this final purification of the elect, which is entirely different from the punishment of the damned: 606 The Church formulated her doctrine of faith on Purgatory especially at the Councils of Florence and Trent. The tradition of the Church, by reference to certain texts of Scripture, speaks of a cleansing fire:607
As for certain lesser faults, we must believe that, before the Final Judgment, there is a purifying fire. He who is truth says that whoever utters blasphemy against the Holy Spirit will be pardoned neither in this age nor in the age to come. From this sentence we understand that certain offences can be forgiven in this age, but certain others in the age to come.608
1032 This teaching is also based on the practice of prayer for the dead, already mentioned in Sacred Scripture: "Therefore [Judas Maccabeus] made atonement for the dead, that they might be delivered from their sin."609 From the beginning the Church has honoured the memory of the dead and offered prayers in suffrage for them, above all the Eucharistic sacrifice, so that, thus purified, they may attain the beatific vision of God.610 The Church also commends almsgiving, indulgences, and works of penance undertaken on behalf of the dead:
Let us help and commemorate them. If Job's sons were purified by their father's sacrifice, why would we doubt that our offerings for the dead bring them some consolation? Let us not hesitate to help those who have died and to offer our prayers for them.611 Note 607 1 Cor 3:15 Peter 1.3 7
Maybe the feast of the Holy Souls is a good opportunity to state the teaching of the Church re unbaptised children and their status in the afterlife. St Augustine held to the theory of Limbo as a place for the unbaptised. This opinion has been stated by two Councils of the Church as an opinion. It has never been the official teaching of the Church. Cardinal Ratzinger as prefect of the Congregation made this clear and he repeated it as Benedict XVI. (Google LIMBO).
The abortion debate of recent years has made us focus on the beginning of life. We hold strongly as a church that life begins with conception. The immortal soul is created. What happens to the unborn is not known. They have an immortal soul and will live forever.
Pastorally parents are encouraged to name their unborn deceased child. The immortal soul is the creation of God. We know the child is loved by God and is entrusted to Him and will live forever. The Book and the Movie of the same name, “Heaven is real”, gives us a whole new insight into the mystery of God’s love for us all. I commend both to you.
God loves your child and will do for all eternity.