They didn’t become a PR because they did not land. You can sponsor them through family sponsorship since your wife and daughter were declared and examined at the time you became a PR. This actually helps your case since your wife was declared, your second baby can be a dependent under your wife’s application. As long as undeclared family member is not being sponsored as Principal applicant but rather an accompanying dependent of a member of the family class, your undeclared child is not inadmissible under R117(9)(d)