1. Our marriage will have be convalidated in order to be excepted by the church ( I did not get permission prior to marrying in the Presbyterian Church), is this correct?
The possibility is good that it will. Unless you did something to formally cut yourself off from the Church, you still had a wedding while still under Canon Law, which requires all Catholics to be married by a priest or deacon in the Catholic Church (unless you got permission to be married elsewhere by someone not a priest or deacon, in which case a priest would have to be present for it to be valid), but this is a question that you’ll want to get an answer straight from your priest’s mouth. Be very thorough in explaining the circumstances under which you got married, and anything you may have done to cut yourself off from the Church.
2. Our son, since he is only 3; will they have to baptize him again?
A baptism is valid as long as it is done with the words, “In the name of the Father, and of the Son, and of the Holy Spirit.”
3. Will we have to be full converts (marriage accepted and husband converted) before our daughter can be baptized?
You’ll want to talk to your DRE about this.