Well the chaplain at Mercy Hospital in Buffalo NY baptized my 17mo old grandson in the ER where he was dead on arrival ....never say never Wag, I was there, the priest put the baptismal record in my hand... and I dutifully took it to his Catholic grandma ..
Please know that you have my sympathies. I cannot begin to imagine how horrible that must have been.
I was reminded that priests will sometimes baptize immediately after natural death based on the fact that we don’t know for a certainty when the soul leaves the body and baptism is for the soul. However, I do not believe that they are ever done for stillborns.