Thanks, BumbleB, for posting the details of the licence that was issued for the marriage.
There are no registers for the chapel at that date, so if the daughter Lucie was baptised in that chapel, the record will not be found. However, she could have been baptised more or less anywhere. People of this social class were extremely mobile, and I would suggest looking further afield.
ADDED
Other possible children for this couple were baptised in the 1640s at St Margaret, Westminster, but not Lucy.