Unable to check is schema is present first
The schema creation has to be the only statement within it's own batch, with no statements preceeding or following it.

As the IF statement is considered to be in the same batch, the statement is syntactically incorrect.

You have to wrap the schema creation within an EXEC, so it is considered to be in a separate batch. 

Therefore the correct syntax for what you are doing is:

IF (NOT EXISTS (SELECT * FROM sys.schemas WHERE name = 'SQLInstance_Baseline')) 
BEGIN
    EXEC ('CREATE SCHEMA [SQLInstance_Baseline] AUTHORIZATION [dbo]')
END