19th Century Church Registers of Bermuda compiled by Hallet into book form from the various chruch registers on the island.
Pembroke Parish groom marriages page 595:
King, Joseph Henry – bachelor of Devonshire Parish marriedViera, Mary – spinster of Devonshire -1904 Jun 9.
So sorry, I do not see any baptisms for their children. I even looked in the Portuguese Bermudain book published with the catholic baptisms by Patricia Mudd.
A number of Bermudain/Portuguese families left the island and settled in Fall River, Mass. and the surrounding areas, I suggest you put a query on boards in those areas. also try looking on ellisisland.org site to see if they left Bermuda and went via there. Good luck. Judy