All who are in Heaven are there with the baptism of water.For salvation all need faith and baptism for salvation(Ad Gentes 7, Vatican Council ). There are no exceptions. De facto there are no exceptions.
Even this is debatable:January 23: At Rome, St. Emerentiana, Virgin and Martyr, who was stoned by the heathen while still a catechumen, when she was praying at the tomb of St. Agnes, whose foster-sister she was.
April 12: At Braga, in Portugal, St. Victor, Martyr, who, while still yet a catechumen, refused to worship an idol, and confessed Christ Jesus with great constancy, and so after many torments, he merited to be baptized in his own blood, his head being cut off.http://www.cmri.org/02-