Hi There
First I'm presuming that all the details on her birth, baptism are an EXACT match to your family ie father's name, mother's name and maiden name, also address & occupation of father ~ just to be sure that she was defo your aunt.
Presuming it's a certain match to your family and given that no-one remembers her then she must have died within a few months of birth, maybe even weeks.
You say she was baptised Philomena Walsh but they may have buried her under another version like Mary Walsh and they would be too common to try and get certs for.
BTW What district was her birth registered in ? ~ we could try and narrow down all the Walshs that died with say 6 months, in the same district, just to see how many there are.
Another thought would be that her death was simply not registered. It should be, but time and time again there were BMD not registered for various reasons.
Again, you know the church that she was baptised in, for sure you need to go there to see can they help look for her burial record.
By 1936 records should be good.
Just to say though that I've seen some young infants whom died not have great burial records but fingers crossed you'll get something.
Oh, and where did she come in the birth order, ie youngest, eldest . . . ?
Tara