One thing with natural light is that it is very directional so unless you are looking for a high contrast image you generally need a fill light or reflector of some kind to balance it. The second picture above shows this I think as the child is close to the bed cover which is bouncing light into the shadows to provide a better fill and as a result you have a lighter picture.
A white reflector positioned to the right of the child (left of camera) would reduce the contract and the overall dark feel of the first and third images. Or use fill-in flash on the camera with the flash set to under-expose by a stop (you would have to experiment with that which is why I prefer reflectors as you can see the effect right away).
And ditto on the problems with photographing kids. Give me teenagers every time
