I'm sorry for your loss. But here's the basics the for federal return. (I can't help with state, and if this is a state tax issue, you never told us which state.)
If you have a certificate of live birth, then you can claim the child as a dependent on your 2020 tax return for the entire tax year.
If you do not have a certificate of live birth, then you can not claim the child as a dependent at all on your federal tax return. You would need to delete the dependent from the return entirely. See https://www.irs.gov/faqs/filing-requirements-status-dependents/dependents/dependents-10
