I'm e-mailing you to request information about stillbirth or neonatal death. I just lost my nephew of 36 weeks gestation to an unexplained cause. Although I know this is the will of Allah, I would like to know if there is a Sunnah or Hadith that pertains to the fate of these babies and their parents. I'm trying to comfort my sister. I would appreciate any information you can send me and am grateful for your help.

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

No doubt that what happened to your sister is among the many trials from Allah on His believing servants. So, if the person remains calm and patient for the sake of Allah, The Almighty, the All-Knower, no doubt Allah will raise his rank and will grant him something better than what He took. But when they get angry from what Allah predestined for them, Allah gets, angry them with (May Allah protect us from His Anger). On the other hand, the person's opposition to what Allah predetermined does not change anything as Allah does what He wishes.
The evidences for this are numerous in the Qur'an and Sunnah. Allah says: { And certainly, We shall test you with something of fear, hunger, loss of wealth, lives and fruits, but give glad tidings to As-Sâbirin (the patient ones, etc.) Who, when afflicted with calamity, say: "Truly! To Allâh we belong and truly, to Him we shall return." They are those on whom are the Salawât (i.e. blessings, etc.) (i.e. who are blessed and will be forgiven) from their Lord, and (they are those who) receive His Mercy, and it is they who are the guided-ones.} [2:155-157]
Muslim reported that the Prophet (Sallallahu Alaihi wa Sallam) said: "Strange are the ways of a believer for there is good in every affair of his and this is not the case with anyone else except in the case of a believer for if he has an occasion to feel delight, he thanks (God), thus there is a good for him in it, and if he gets into trouble and shows resignation (and endures it patiently), there is a good for him in it."
Al-Tirmizi: reported that the Prophet (Sallallahu Alaihi wa Sallam) said: "The greatness of the reward stems from the greatness of the affliction and when Allah loves some people He tries them. So, those of them who are satisfied (of Allah's predetermination) get Allah's satisfaction and those of them who get angry get Allah's anger."
Muslim also reported that the Prophet (Sallallahu Alaihi wa Sallam) said: " If any Muslim who suffers some calamity says, what Allah has commanded him, "We belong to Allah and to Him shall we return; O Allah, reward me for my affliction and give me something better than it in exchange for it."
There is also a number of Hadith about the misfortune of losing children. Al-Bukhari and Muslim reported that the Prophet (Sallallahu Alaihi wa Sallam) said to the women while admonishing them: "No woman amongst you who sends her three children as her forerunners (in the Hereafter) but they would serve her as a protection against Hell-Fire. A woman said: What about two and two and two? Thereupon Allah's Messenger (may peace be upon him) said: Even if they are two and two and two."
Ahmad and Al-Tirmizi repoted that the Prophet (Sallallahu Alaihi wa Sallam) said: "Allah says to the Angel of death; "O! Angel of death you took away my servant's child. You took away his most beloved, the fruit of his heart. The angel of death says: "Yes" Allah says: "And what did he say? The angel says: "he (your afflicted servant) thanked you expressing his gratitude to you and returning everything to your destiny. He (Allah( says): "Build a home for him (the afflicted servant) and call it the home of thankfulness."
There are also some Ahadith about the neonatal death including the following Hadith. Ahmad reported that the Prophet (Sallallahu Alaihi wa Sallam) said: "Any two Muslim who lose (by death) three of their children, Allah grants them Paradise thanks to His blessing on them" . Some companions asked: "O! Messenger of Allah and how about two?" He replied: "And two". They asked: "Or one?" He (the Prophet (Sallallahu Alaihi wa Sallam)) said: "Or one". Then he said: "By whom by soul is in His hand, the fetus that dies a neonatal death drags his mother with his umbilical cord in Paradise if she stays patient seeking the reward for this affliction from Allah".
So, dear brother, may Allah reward you for your noble efforts. So, present this set of verses and Ahadith to your sister and remind her of Allah and of His orders and tell her what should be said in similar situations.
Allah knows best.