On top of my previous comment, you mentioned "heretic" which, by definition, are already baptized individuals that reject one or more doctrines of the faith. So I don't see how baptism of blood or desire apply to them.
This quote, if you notice, is speaking of salvation, not of baptism.
It is saying that no one can be saved even if he sheds his blood for Christ, because our works are nothing if done without Faith, and therefore without supernatural charity, the latter of which can only be had if one possesses the true Faith.
Catechumens who die for the Faith are by that very fact part of the Church. The act of dying for the Faith IS their entrance into the Church.
The Holy Innocents are a perfect example of this. True, this was before the law of baptism was promulgated, but do not act like this concept is inconsistent with sound theology, because it certainly is not.