From The Baltimore Caatechism I found this:
154. Q. Is Baptism necessary to salvation?
A. Baptism is necessary to salvation, because without it we cannot enter into the kingdom of Heaven.
Those who through no fault of theirs die without Baptism, though they have never committed sin, cannot enter Heaven neither will they go to Hell. After the Last Judgment there will be no Purgatory. Where, then, will they go? God in His goodness will provide a place of rest for them, where they will not suffer and will be in a state of natural peace; but they will never see God or Heaven. God might have created us for a purely natural and material end, so that we would live forever upon the earth and be naturally happy with the good things God would give us. But then we would never have known of Heaven or God as we do now. Such happiness on earth would be nothing compared to the delights of Heaven and the presence of God; so that, now, since God has given us, through His holy revelations, a knowledge of Himself and Heaven, we would be miserable if left always upon the earth. Those, then, who die without Baptism do not know what they have lost, and are naturally happy; but we who know all they have lost for want of Baptism know how very unfortunate they are.
Think, then, what a terrible crime it is to willfully allow anyone to die without Baptism, or to deprive a little child of life before it can be baptized! Suppose all the members of a family but one little infant have been baptized; when the Day of Judgment comes, while all the other members of a family-father, mother, and children-may go into Heaven, that little one will have to remain out; that little brother or sister will be separated from its family forever, and never, never see God or Heaven. How heartless and cruel, then, must a person be who would deprive that little infant of happiness for all eternity-just that its mother or someone else might have a little less trouble or suffering here upon earth.
Is this what you were taught? It is what I was taught, ha ha, I used the Baltimore Catechism.
The question is ; " Is there a name for this place which is not heaven nor hell." Vaguely I recall the name “Paradice” What is another name for it?