So, if one has not received water baptism, they are not a member of the Church. One needs to be a member to be saved.
Feeney was wrong and condemned by the Church. All canonists and theologians accept the posibility of salvation just by desire being member of the Church such in the case of Cathcuмens.
The text of Pius XII you quoted does not support what you say. It simply points out who are members of the Church, it doesn´t speak about those who desire to be member of the Church. They are 2 different things. Here is the text of Pius XII suporting the posibility of salvation for non-members:
103. As you know, Venerable Brethren, from the very beginning of Our Pontificate, We have committed to the protection and guidance of heaven
those who do not belong to the visible Body of the Catholic Church, solemnly declaring that after the example of the Good Shepherd We desire nothing more ardently than that they may have life and have it more abundantly. Imploring the prayers of the whole Church We wish to repeat this solemn declaration in this Encyclical Letter in which We have proclaimed the praises of the "great and glorious Body of Christ" and from a heart overflowing with love
We ask each and every one of them to correspond to the interior movements of grace, and to seek to withdraw from that state in which they cannot be sure of their salvation. For even though by an unconscious desire and longing they have a certain relationship with the Mystical Body of the Redeemer, they still remain deprived of those many heavenly gifts and helps which can only be enjoyed in the Catholic Church. Therefore may they enter into Catholic unity and, joined with Us in the one, organic Body of Jesus Christ, may they together with us run on to the one Head in the Society of glorious love. Persevering in prayer to the Spirit of love and truth, We wait for them with open and outstretched arms to come not to a stranger's house, but to their own, their father's home.
This is quite clear I think!
Cristian