I think there is no chance they name their daughter Diana as a first name and am shocked that so many people think they will (as indeed I have always been shocked at the suggestion for William and Harry's children). Then again, when the first poster shared the name Archie Harrison, I thought the poster was having a laugh about all the outrageous name suggestions in the thread, so what do I know.
I will say that I thought the most positively delightful part of Archie's birth was when Harry went on video and shared that they had a son. I hope- but doubt- we will see something similar for this second birth.
I am preparing to have crates of tomatoes thrown at me but would not be surprised if this couple chooses something other than the traditional baptism route for their second child. I think for this couple and for many others, the traditional baptism route is symbolic and excepted for their place and position in life* and frankly, in the Sussexes' case would have caused too much fuss if they had done otherwise. They are no longer at a place in life where this is the case. I don't feel strongly that this will be the case but certainly would not be surprised.
*Please note I mean this quite broadly- many young couples who live near in-laws choose to follow religious traditions until establishing more independence, for example.