In Catholic theology, it's explicitly stated that we can't know for certain who is saved, and that salvation can come without external knowledge of Jesus (the hope for universalism isn't heretical even, as long as you don't claim actual knowledge).

Since Christ died for all, and since all men are in fact called to one and the same destiny, which is divine, we must hold that the Holy Spirit offers to all the possibility of being made partakers, in a way known to God, of the Paschal mystery.' Every man who is ignorant of the Gospel of Christ and of his Church, but seeks the truth and does the will of God in accordance with his understanding of it, can be saved.

That is supposed to ward off this kind of nightmare fuel, but unfortunately, the Catholic Church is deeply broken and warped by the fash infesting it.