Are you sure it is Koselitz and not Köselitz (with umlauts)? (See all relevant place in the online gazetteer GOV: <
Koselitz in Saxony had its own parish until 1923. Now it seems to belong to Frauenhain. The website states that church records date back till 1661 (according to a compiled church book listing from 1901/131) they start in 1800). Church records usually remain locally in today's parish. Some Saxon church records are available from microfilm, but not Koselitz (list of filmed records: Auflistung der bereits verfilmten Kirchgemeinden mit Angabe des entsprechenden Kirchenbezirks). I’d contact the parish and ask them to locate the relevant records.