In case anyone follows this thread to the end,
It did turn out that the toy radio had a CTCSS tone. I didn’t pick it up on my scans because it was not one of the standard frequencies that my Baofeng was scanning. My UV9G started the scan at 67.0Hz and stopped at 254.1Hz
The trick was finding the frequency. It wasn’t in any of the documentation I could find from the seller, but I thought I would Google the FCC ID listed on the toy radio and sure enough there was a result and that FCC report actually had a pdf manual for the toy radio that I hadn’t seen before. In that manual it listed the frequencies for the channels and had a second column for CTCSS frequencies and they were all 62.5Hz. Setting that in the radio by typing it in as I couldn’t scroll to it(not one of the selectable options) worked like a charm!