Despite all these crimes and wrongs in his life, Prince Daemon considered himself to have been a good father, or at least, the best he could have been. His twin daughters with Lady Laena: Baela and Rhaena were two independent young women integrated into the world, betrothed to good, honorable and powerful boys; and his two sons with Crown Princess Rhaenyra: Viserys II and Aegon III are future dragon lords with promising futures.
Even you, his first daughter with his first wife Lady Rhea, was fine. Daemon knew that, yes, your relationship was not the best since he had murdered your mother and forced you to marry your cousin Aemond (under the request and threat of King Viserys), but he was your father and you were his eldest daughter and he loved you in his own way.
When he received a raven a few months earlier to announce that you were with a child, Daemon did not know how to react. He was happy but at the same time terrified that something would go wrong like for his mother Alyssa, his sister-in-law Aema, or his second wife Laena… So he took several months to decide before going to Kings Landing, accompanied by the rest of his family: his pregnant wife Rhaenyra and their descendants. Having to put up with and rebuff the Hightowers who had decided to take power from his brother's crown had been anything but pleasant for him, but being able to see you, to make sure with his own eyes that you were alive and well reassured him (although he would never admit it out loud.)
Diving into his thoughts, his eyes focused on the dancing fire in the fireplace of his room, Daemon reflected on all this changes. You were towards the end of your pregnancy and spent your days surrounded by measters and nurses to ease your pain. It had already been three days since he had heard from you and he was starting to seriously think something bad had happened.
“Father,” Daemon turned toward the sound of your voice. You stood with some difficulty, Aemond supporting you. In your arms was an three days old infant. His first grandson.