The two oldest siblings of your grandfather John can also be found in the r-cath baptismal index you are referring to.Zsigmond Vali (note the variation in the spelling) was baptized on October 9, 1872, while Hedvig Wali's (another spelling variation) christening was on Oct. 13, 1873.Both births/baptisms took place in Peterd, Veszprém county which seems to have been connected to the Amant line.Maybe you'll find the marriage record of your great-grandparents in the r-cath records of Peterd.
Later onwards, the official name of Peterd changed to Bakonypeterd.Don't get mixed up with the town Peterd in nearby Somogy county.Also, don't get disheartened by the fact that the parish records of Bakonypeterd only go back to about 1840.Perhaps it only became a parish then.In this case, an earlier parish must have been nearby.
If the year of birth is correct for Zsigmond and Hedvig, then there was only a year in between the two births.This very short period indicates that Szigmond died soon after his birth.
The other two siblings who apparently died early were the first Johannes, and Raimund.The stations where the family lived (as far as we know are Peterd (2births), Dör (near Csorna in Sopron county, 3 births), Zárány (one birth), and Kertes (5 births).Since 1921, Zárány and Kertes are in the state of Burgenland in Austria, and have the official German names Zagersdorf and Baumgarten.They are neighbor parishes.Dör is quite a long distance away, and Bakonypéterd even farther.
It is therefore true that the birthplace of your grand-aunt Hedwig was in Hungary before and after 1921, while the birthplace of your grandfather switched from being in Hungary, to Austria.
In your search, keep in mind that there were often several settlements within a parish.The index provides only the parish name where the baptism occurred.You need to look at the baptismal record itself to confirm the name of the birthplace.