In heaven, under the ground

When our dog died in 2009, the kids that I watch, discussed where Bear had gone in the way that 3 and 4 year olds do. "He's in Heaven under the ground." was the consensus. When someone dies they go to heaven and they get buried.

We had gone for an ultrasound to check on the baby and they had stopped by afterward. C's mommy told her that we had gotten pictures of the baby. C gave us the look you give someone who's trying to pull a fast one and said that you can't take a picture of something in your tummy. Then she said. " Could you hear the baby crying?"
I didn't see them again until after our baby died, C asked me about it on the car ride home one day.

"You had a baby in your tummy." she said "But now there is no baby in your tummy."
"That's right" I told her, "Our baby died because he came out of my tummy too soon and he was too small"
"So, he is in heaven under the ground." She said, "Why did he die?"
I told her that babies have to stay in their mommies tummies for a long time and that our baby didn't stay in long enough and he was too little. That he was in heaven under the ground and that we had buried him at his grandmas house. 
"But my mommy had babies in her tummy and we didn't die." She said.
I told her that  that was because when they where babies they stayed in their mommies tummy until they where big enough to come out.
It is probably one of the hardest conversations to have, how do you explain the senselessness of the whole thing? a specially to a child. It isn't something anyone should have to do.
A few days after we had this conversation her older brother F said "Your baby died."
I told him "That's right." 
C said "He's at his grandmas house"