They have no right to be furious because you've locked your own front door.
They sound like controlling and stressful people.
Start keeping the door locked and do not give them a key, otherwise the problem will just continue as they will use the key to let themselves in.
If you really can't take the confrontation tell them that you've had a lot of opportunity burglaries in the area and have been advised to step up your security, and your home insurance is invalid if you give anybody else a key.
If you do feel able to have a more direct conversation tell them that with a baby in the house and your husband working from home, you need to be a bit more structured about visits so they're going to have to text first so visits don't clash with nap times or work commitments.
Ask them to text rather than call as the phone ringing might wake the baby as easily as knocking on the door. Really though, texting gives you more control about when you reply and it's easier to say no in a text than on the phone.
I've been there with relatives who think they can just drop by, sometimes several times a day, and it's caused a lot of problems in the family. They are very offended if the person they are dropping in on doesn't immediately stop what they are doing, cancel all plans, and "make them welcome."
"You don't make us welcome" is a sentence that I still shudder from. Basically it translates to "we want to use your house as if it were our house whenever we feel like it, and we expect you to be delighted about it" and it's so stressful to live like that.
I can remember one episode of actual crying and sobbing because they'd been to another relatives house and they were told they couldn't stay as that relative was going shopping.
The fact that that relative works shifts, has a partner who works shifts, has a family to care for, has a strict routine for necessity, and just couldn't postpone shopping to another day in favour of entertaining unexpected visitors just didn't come into their thinking.
It was just tears and offence taken and the rest of the family being informed about how awful the other relative is for not making them welcome.
Anyway, not to derail too far there but I do know how hard it can be to say no to people, especially when it's family, but just because they are relatives it doesn't mean that your house is an extension of their house or that you have to do everything they did or still do. You're not doing anything wrong by locking your door or asking them to call and check if it's convenient to visit.
Do NOT under any circumstances just ask them to call before they visit. If you say that they will ring you from the doorstep or ring you and say "we're coming over."
What you need is them asking "may we come over?" not telling you that they are.