Padre Pio saw the soul of an unbaptised Jєωιѕн man in Heaven apparently…the source is cited in the first comment, of course you can choose not to believe it.
Here’s the problem — your phrasing (and anyone else who uses the same phrasing) of the story is heretical.
1. If this Jєωιѕн man desired baptism, then he’s no longer Jєωιѕн (unless you’re referring to race). To be non-heretical, you’d have to say that the FORMER Jєωιѕн man died and went to heaven, DESIRING TO BE CATHOLIC.
2. If you’re going to believe in BOD then you have to say this former-Jєωιѕн guy was baptized. That’s the whole point of BOD, to get the graces of baptism and make heaven.
If you’re arguing that someone can have true BOD then you have to say they are baptized. You can’t claim that BOD saves, but then say that BOD’ers aren’t baptized. That’s a contradiction.
3. If one says that a religious-Jew can gain heaven as a religious-Jew, that is heresy.
3a. No religious-Jew who dies as one, can be saved. Only FORMER religious-Jews, who convert (or desire to convert) can be saved.
4. If one says that a person can be saved by BOD, then to claim they are still unbaptized (ie to claim that unbaptized persons can attain heaven), is a thrice condemned heresy.
5. Shame on the person who spread such theological fairytales about St Padre Pio; he was never this rash or lackadaisical in description.