|Theories may be removed if ...|
Some reader of the series believe Lemore is the mother of Tyene Sand. Lemore is a Septa who has given birth before, as evidenced by the stretchmarks on her belly seen by Tyrion Lannister. She is also roughly in her mid 40's, and Tyene is in her early 20's, which would lend further support to the theory.
Tyene Sand has golden hair. Oberyn Martell and Lemore both have dark hair, making it unlikely that their daughter would have light hair. It is possible that Lemore dyes her hair to further conceal her identity, but that seems unnecessarily cautious. Further, if Lemore were Tyene's mother, it would be strange for her not to have communicated with her daughter or anyone else back in Dorne to give support to Aegon's legitimacy.
Another possibility is that Lemore is actually Ashara Dayne, who did not in fact die after Robert’s Rebellion, but went to aid Aegon in Essos after giving birth to Jon Snow. However when observing Lemore on the Shy Maid Tyrion Lannister never makes note of her eye colour which, if she were Ashara, would be very striking, as Ashara's eyes were described as being a "haunting violet" colour.