Hi, Aileen. I don't have any specific answer as to the baptism, but perhaps some helpful info.
First off, baptism was considered very important, so I'm certain that he would have been baptized in one church or the other. In the Catholic parish registers, at least, there were many "illegitimate" baptisms recorded, so it was not something which people usually hid from the priests. People were sometimes too poor to pay the £1 or so charged for a marriage, so they might wait until later to marry, or in quite a few cases were married on an interim basis by unsanctioned itinerant priests or ministers who performed the ceremony much more cheaply (interestingly, they often did not distinguish as to religion in those cases, with the itinerant clergymen marrying people of either confession). Baptisms, by contrast, usually involved a fee of just a shilling or two, so were much more affordable.
I looked on Family Search and found your family there, and was all set to let you know, but then noticed that you're probably the same Aileen who created those records. By the way, you have an error there as to Maggie's birth, listing it as 1891 (same as for her son). You'll note that FS has spotted the discrepancy and made a note about it.
One other thing I found at FS was a record for a John Thomas Magee and a Mary Ann Thompson who had a son named Thomas Magee in 1872. Potentially another sibling of Maggie, but that Thomas was born in Belfast. Still, the Magee link you mentioned above says that their children were born in different locations as John and Mary Magee moved about. It mentions only County Derry locations, but there's an interesting gap for 1870-1874, when Maggie and this Thomas were born, so perhaps the family had traveled over to Belfast for work. The ID at FS for that John Magee is M5KL-719, in case you want to check it out.
There are also three other John Magee-Mary Thompson couples listed at FS as having children in the same period. One of them is at M1TT-YTK, and in that record the other two are shown as potential duplicates, so you can click on the links there to see them as well. Of course, there were a lot of Magees in Ulster, particularly over near Islandmagee (near Larne), where one of the clans with that surname originated, so these all may be unrelated (or perhaps only distantly related) couples.
