The Church (and Christ) never speaks on the situation with unbaptized babies. Even limbo was only a theological construct, and that was a place of perfect happiness, but not quite Heaven. Since Jesus never revealed it specifically, presumably so that none of us would delay in getting our children to the sacrament, we can never know with certainty, but the Church does say that we entrust these beloved babies to the mercy of the Father. So, the hope is that they are in the Beatific Vision and in Heaven. My thought is that it's a "baptism by desire" situation. We would have baptized those (and any) babies if we could have. The Faith of the Church at work. So, when people say "Saint" they are really hoping or assuming that the baby is in Heaven. I prefer to say "With the Lord" because if they are not in Heaven yet, they will be one day (They certainly would not go to Hell, and I doubt that there is a "limbo" to stay in forever!). Personally, I do think they go to Heaven, but we just cannot declare it to be doctrinal, since Jesus did not reveal it (This is another reason why the Church is divinely protected and not merely human…any mere human institution would have "answered" the question of what happens to unbaptized babies loooooong ago. But we just can't say what has not been revealed. The Church has no such authority.).
If they are in Heaven, they are saints like anyone else in Heaven (Although there are degrees of holiness….a hierarchy. The Virgin Mary, for example, is closer to the heart of Jesus than I will ever be!). But all are perfected and perfectly happy. The canonized saints (saint just means holy) are the ones who have a public feast day recognized on the Church calendar. I would celebrate your little ones (and the one I lost) on All Saints Day or All Souls Day, to cover it all. And the feast of their patrons, of course. So, I think they are in heaven, but would not say so "officially".
After she explained it so well, I knew that All Saints Day (and All Souls Day) would forever be special to our family. All Saints Day is a special feast day to celebrate all Saints, especially the Saints who don't already have feast days such as Gemma Marie and the other baby we lost. And to cover it all like Leila said, we also attended mass for our loved ones on All Souls Day. One of my friends told me about an outdoor mass at a cemetery. I had never been to an outdoor mass and it was beautiful! The leaves were full of color and were getting blown by gusts of wind on that overcast fall day. I only wish I had been able to take a picture to post here to show the beauty and simplicity of that mass. Celebrating mass outdoors in God's creation was such a special and memorable way to pray for the souls of our babies and our grandparents.
As part of our All Saints Day celebration, we attended an All Saints party with our local homeschool group. The children got to dress as Saints. They gave clues and had the other children guess which saint they were dressed up as. Here are the clues my children gave about their Saints.
"I am a doctor and a mother. I risked my life to save the life of my unborn baby."
"I gave my inheritance to the poor and gave gold to three girls so they could be married. I am a Bishop. My feast day is December 6."
-mother died of diabetes
-one of first to experiment with insulin
-evacuated hospital after eruption of Mt. Vesuvius
-unsuccessfully enlisted in WWII (they thought he was more useful treating the wounded)
-didn't charge poor for treatments
-gave money to poor to buy medicine
-feast day November 16