If you didn't apply for a social security number, you can still claim the child as a dependent. You can't e-file in this situation. You must print your return and file by mail. You may need to use a fake SSN to get through the interview in Turbotax (I don't know if the program allows for a deceased dependent with no SSN). Print the return, write "Died" in the place for their SSN on the printed tax return, and attach a copy of the birth certificate, death certificate, or medical records showing the child was born alive. Sign your return and mail it to the IRS.
https://www.irs.gov/publications/p501#en_US_2022_publink1000236375
