Walter

What we know

Name carved into nursery crib at Durst Manor (Session 1 @ 02:29:50)
Soft infant whimpering heard in nursery; party treated it as a ghost baby (Session 1 @ 02:29:23)
Not named on family portrait plaque alongside Rosavalda and Thornbolt, though infant appears in painting (Session 1 @ 00:48:45)
Crypt label in dungeon reads "Walter" (Session 1 @ 03:01:26)
Flesh mound beneath altar collapsed to Walter's dead infant form when slain (Session 2 @ 02:11:14)
Party believes: already dead before combat; transformed into unnatural creature (Session 2 @ 02:12:34)
Wrapped in blanket with siblings' remains; buried in separate grave outside collapsed manor (Session 2 @ 02:14:23)

Nursery room on third floor of Durst Manor (Session 1 @ 02:28:19).

Saturno offered paper hat and condolences in nursery (Session 1 @ 02:30:24)
Saturno cleaned and wrapped remains after beast fight; buried with Rosavalda and Thornbolt (Session 2 @ 02:14:23)

Unconfirmed: whether Walter is Klara's child with Gustav Durst (Session 1 @ 02:29:41)
Party believes: Elizabeth's curse turned Walter into the beast (Session 2 @ 02:14:57)