Catholic curious, cannot find my baptism records

My wife and I (both 34) were born and raised in HEAVY southern Baptist country. We moved away almost ten years ago. For years I’ve struggled with my own doubts and what seems to be a lack of Holiness within the modern progressive Baptist churches. (Although our current FreeWill Baptist Church is great). We still are feeling called towards the Catholic Church. We have two young children 6 & 3. We lost our 3rd child last November. She lived 3 days and passed from a heart defect. I was able to provide her with a Trinitarian baptism on her first day of life. The Catholic Church seems to have significantly more “tools” to help us laymen to pursue/seek peace through this deeply troubling time. Marian practices & icons/saints are still foreign to us but we both feel strangely pulled to them. I’m starting OCIA by myself this month. My wife MIGHT join me if we can find child care.

My wife and I have both been baptized in the Southern Baptist church which are both trinitarian baptisms. However, we cannot find any records of these baptisms. We’re trying to at least find some photos… if we don’t have any luck, what are some options for us?

Also, neither of our children are baptized & we are VERY worried what they’ll think about switching churches. They’ve grown up in our FreeWill Baptist church their entire life. Plus our daughter who passed in November is buried there also.

Thanks for any prayers and advice. Blessings and peace.