Religious/Paranormal

So I was raised as a Catholic, but I don't consider myself religious as I never really went to church or had a relationship with God nor have I ever done my first communion. Over the years I have developed a relationship with God but still have not declared any religion preferred. I was baptized in the Catholic religion as a baby because my mother is Catholic.

From the earliest memories I have, I've experienced many paranormal events through out my entire life. I am now a FTM due in October. My fiancé is a Christian and believes that a person should be able to choose when they want to get baptized and what religion they prefer. Which I whole heartedly agree with. However, I was watching the Conjuring and somewhere in the movie they mentioned that because the children of a family being terrorized by a paranormal entity/demon was not religious nor baptized, the church could not help them. I understand it's just a movie, and I shouldn't put much thought into movies but I'm a firm believer in the paranormal and the spirit world. I'm just trying to do my research here, I want to know if this is true, I want my daughter to be protected. There were some paranormal events in my childhood that I honest to God believe had I not been baptized, I would probably be dead. I was protected. I always have been. I know I might sound like a crazy person to some of you, but please if you don't believe in this I'm in no way trying to convince you, I'm just trying to get some answers to decide wether I should baptize my daughter or not as a baby.

Thank you in advance for any advice!