The Stillbirths Register dates from the 1930s 1927, but it is not available online.
When I applied for my mum's twin sister's stillbirth certificate some 11 years ago, the procedure was:
Contact the GRO at Southport, explaining your relationship to the dead child.
They then sent me a form to fill in. A paper document!
Return completed form with the standard fee.
Stillbirth certificate duly arrived.