Psalm 139:13–16 describes God's involvement in the formation of a child with extraordinary specificity: "thou hast covered me in my mother's womb," "thine eyes did see my substance, yet being unperfect." The Hebrew word golem — "substance, yet being unperfect" — means an unformed mass, a wrapped bundle, an embryo. God's eyes were on the child in that form. The Hebrew means God was actively watching, intently, the development process. A baby lost at full term was not outside that watching.
Revelation 21:4 promises "no more death, neither sorrow, nor crying, neither shall there be any more pain." Death — the thing that took your child — is specifically named as one of the former things that will end. The child who died before being held does not require a complex theology of infant salvation. The one who said "suffer little children to come unto me" (Matthew 19:14) receives children.
Commentary is from a charismatic Protestant perspective, drawing on KJV text and public-domain sources including Spurgeon, Andrew Murray, and Matthew Henry.