The Catholic Church does not have a defined doctrine on this. The Holy Innocents (the ones killed by Herod when he was gunning for Jesus) are believed to be in heaven and have a feast day on the liturgical calendar, because they died on account of "odium Christi" or "odium fidei" --- they were killed by people who were "aiming" to kill Christ, or to kill the faith.
Even unbaptized infants who died are given Catholic funerals, and all the priest basically says is "we commend them to the Mercy of God."
That's as far as we can go. In God's mercy they are in good Hands.