Some of mine had the first child baptised at St Cuthbert's and then the others baptised elsewhere - a favourite one was the Independent Chapel on Botanic Road (now the URC). The NMFHS has transcribed the first 2 baptism registers for that church, commencing in 1806. The Rev George Greatbatch transferred to Eastbank Lane Independent in 1823 and the society has also done the first baptism register for that one. Personally I favour Botanic Road.
Sugar Hillock Methodist dates from 1816 (corner of Sunny Road and Cambridge Road approximately) and the first Marshside Methodist Church appears to have been built in the 1830's. There were also 2 Methodist churches in Crossens, but they may be later in date. Methodism was preached there from the late 18th century, but the preachers came from Preston (Preston circuit) and a lack of a building may have precluded baptisms.
My own feeling is that folk generally went to the nearest church - in bad weather they wouldn't have wanted to go further than they needed to. There was no tarmac on the roads or nice flat flagstones on the pavements. There were lots and lots of cobbles - just look at the front of the Bold especially - and there would be plenty of mud at a time when an open ditch ran down the centre of Peets Lane (children drowned in it) and there was a rough bridge made of railway sleepers to get across it.
Have you tried the Family Search website? I don't think the methodist records are on it (somebody please correct me if I'm wrong) but the Independent Chapel records certainly are and you may find other children from the same family as well.
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Middle-aged and seeking the middle-ages!