Here are a couple of Scriptures that warns those in the faith they can lose theit salvation....
Hebrews 10 v 26 "For if we sin Willfully after we have received the knowledge of the truth, there remains no more sacrifice for sins"
I I Peter 2 v 20-22 : "For if after they have escaped the pollutions of the world through the knowledge of The Lord and Savior Jesus Christ, They are again entangled therin, and overcome,the latter end is worse with them then the beginning.
For it had been better for them not to have known the way of Righteousness, then, after they had known it, to turn from the Holy Commandment delivered unto them
But it is happened unto them according to the true proverb, the dog is returned to his own vomit again, and the sow that was washed to her wallowing in the mire".
Also read: I Timothy 4 v 16.
These two verses are both talking about people who have known the truth but have themselves turned from God no longer believing but denying the gospel as true. God did not make them unsaved. The people chose not to believe. Hebrews 10:29 says, "How much more severely do you think someone deserves to be punished who has trampled the Son of God underfoot, who has treated as an unholy thing the blood of the covenant that sanctified them, and who has insulted the Spirit of grace?" The people who do this have once understood, yet then deny the gospel and turn away from it. In 2nd Peter, Peter says, But there were also false prophets among the people, just as there will be false teachers among you. They will secretly introduce destructive heresies, even denying the sovereign Lord who bought them—bringing swift destruction on themselves. 2 Many will follow their depraved conduct and will bring the way of truth into disrepute" ( 2 Peter 2:1-2).
Hebrews 10:14 says, "For by one sacrifice he has made perfect forever those who are being made holy."
Hebrews 10:18 says, “This is the covenant I will make with them after that time, says the Lord. I will put my laws in their hearts, and I will write them on their minds. Their sins and lawless acts I will remember no more. And where these have been forgiven, sacrifice for sin is no longer necessary."
This is saying that God has permanently removed all their sins from them. Nevertheless, if they choose not to believe in Christ's work, if they don't have faith, then they will not be saved because it is faith that brings Hebrews 10:14 and 10:18 to reality.
Hebrews 10:38-10:39 says, "Now the just shall live by faith: but if any man draw back, my soul shall have no pleasure in him. But we are not of them who draw back unto perdition; but of them that believe to the saving of the soul.
However, our original conversation was on whether water baptism is necessary for salvation. Let us remember that it says in John 7:37-39, "On the last and greatest day of the festival, Jesus stood and said in a loud voice, 'Let anyone who is thirsty come to me and drink. Whoever believes in me, as Scripture has said, rivers of living water will flow from within them.' By this he meant the Spirit, whom those who believed in him were later to receive. Up to that time the Spirit had not been given, since Jesus had not yet been glorified."
You had quoted Nicodemus earlier, but this is the true baptism. The living water, the Spirit of God within.