If the marriage was in an Anglican church and the baptism was RC, you have to check the wording of the baptism very carefully. Does it state the child was born of the legitimate marriage of A and B, or the illegitimate marriage of A and B.
Generally speaking, priest did not like to baptized kids who were born to parents who were not married RC, if they did, they often mentionned the fact in the baptism itself. If the record actually states that the child is born of the legitimate marriage of A and B, then you might want to check the RC records around to see, if at any point, the marriage was rehabilitated in a catholic ceremony. I have found those and they are great since they give a lot more information such as parents name and if the parents are of different religion, then a dispense from the bishop is sometimes included.