Judy, thank you. I really appreciate you looking up William Couchman and his wife Mary Schuttmayr. I can understand why the baptisms of their daughters were not in those records.
William was a Sergeant in the 56th Regiment. His wife Maria de Concepcion Schuttmeyer was born in Gibraltar in Gibraltar but her mother and grandparents were born in Spain. Maria and William had two marriage ceremonies in Gibraltar, one conducted by the Officiating Chaplain to the 56th Regiment and the other in the Roman Catholic Cathedral in Gibraltar.
So I think the daughters would have been baptised in a Spanish Catholic Church in Bermuda.Hallett's book does not include Catholic Church registers.