Hi Rod
I believe the registers for Holy Trinity to start in 1836. They are deposited at the Centre for Kentish Studies, Maidstone and I am aware of some copies at Sheerness Library.
The list for original registers of all the churches in the area that I have (I assume it is the STEPHENSON family in the 1800s/1810s that you are looking for) is as follows:
St Mary (Minster)
Dockyard Church Sheerness (baptisms 1798-1812 & 1885-1960) registers at the National Archives, Kew, London
Garrison Church (baptisms from 1813) at the National Archives, Kew, London
Other non-conformist church registers for the early 1800s at the National Archives, Kew, London.
Casalguidi