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Do stillborn babies go to heaven?

We know what is revealed to us, but we do not know what is not revealed to us. One of the questions that is not revealed to us is what would happen to the children who die without baptism? Our answer is simply, "We do not know," but we know for sure that God is a merciful God and a just God. Therefore, we are confident that in the Day of Judgment, all of us will be amazed with His wisdom, justice, and mercy when we see how He answers our unanswered questions. This is certainly a very difficult and emotional time for the grieving parents and family. Be assured that God has known this child before conception:

"For You formed my inward parts; You covered me in my mother's womb. I will praise You, for I am fearfully and wonderfully made; marvelous are Your works, and that my soul knows very well. My frame was not hidden from You, when I was made in secret, and skillfully wrought in the lowest parts of the earth. Your eyes saw my substance, being yet unformed. And in Your book they all were written, the days fashioned for me, when as yet there were none of them" (Psalm 139:13-17).

Though the child did not live until baptism, the Church considers this infant as an angel. His formation consists of his mother's and father's cells, which they were renewed through the Holy Mystery of Baptism: "Jesus answered, 'Most assuredly, I say to you, unless one is born of water and the Spirit, he cannot enter the kingdom of God.'" (John 3:5). Thus, the blood in their veins is also transmitted to their unborn child.

We should not underestimate the power of the Holy Spirit on the child, whether as an embryo, infant, or newborn, as we learned from the life of St. John the Baptist while still in his mother's womb: "And it happened, when Elizabeth heard the greeting of Mary, that the babe leaped in her womb; and Elizabeth was filled with the Holy Spirit" (Luke 1:41). Thus, if the mother is enjoying the sound of God's praises while she is pregnant, so is the child. St. Elizabeth herself proclaimed this truth when she affirmed: "For indeed, as soon as the voice of your greeting sounded in my ears, the babe leaped in my womb for joy" (Luke 1:44).

In the biography of St. Peter, Seal of the Martyrs, we learn about a woman traveling by sea to have her children baptized by St. Peter, who was the patriarch at that time, and much persecution was taking place in her hometown. When the sea became turbulent and the mother thought they might all die, she dipped her children in the sea threes in the name of the Father and the Son and the Holy Spirit, then she made a cut in her flesh and placed that blood on her children's foreheads. By God's grace, they arrived safely. However, when St. Peter tried to baptize them, the water solidified. When this happened three times, he questioned the mother and she shared what had happened. Thus, St. Peter confirmed that the Church teaches one baptism, and what she had done was accepted by the Lord:
https://st-takla.org/books/en/church/synaxarium/03-hatoor/29-hator-peter.html.