Here's your chance to be as outlandish as you want; this thread is for fun. Please don't take it too seriously! I was inspired by RW's Sari thread to make my own theory, but I don't want to derail RW's thread.
Go ahead, make up a crazy theory about any of the games!
Here's a far-fetched, "As the Ship Turns"-esque theory:
What if Lena is also Thea's biological mother? Dun dun DUNNNN! Hey, it could happen! We don't know who Thea's mother is (right? Has this been mentioned outside the game?), we do know that Lena is missing in the second generation, as is Thea's mother, so perhaps Lyle and Lena have bonded out of disappointment in the Rhys/Maia pairing, or, well, for any number of reasons. Lyle can get around easily because he's a dragon knight, so maybe he visits Lena often, or at least enough times to get Lena pregnant (poor, fertile Lena). Around this time, however, is when Lena's health declines, which puts her pregnancy at risk, weakens Thea, and she dies shortly after Thea is born... something like that.
Lena never reveals (again) who the biological father is, but the people of Satera are spooked because they've seen a dragon visiting Lena. They begin to believe that she was impregnated by a demon (the dragon), and this is why her pregnancy was the apparent cause of her death. The child is abandoned as evil.
Lyle rescues his daughter and takes her back to his kingdom. No one questions why he suddenly has offspring, but his people already regard him as wild and unpredictable, so they're not really surprised, either. Lyle never mentions to Thea or anyone else who Thea's mother is, either because he fears for her safety (she's already quite weak), is worried about the scandal it might cause between kingdoms, or simply because everyone on the Alisa III loves a good secret.