I have finally just got to reading Cursed Child. It was revealed that Delphini, or Delphi, is the daughter of Voldemort and Bellatrix. Was this ever implied in the books? Wouldn't there have been something?
I actually spent the greater part of the week trying to figure out if J.K. Rowling implied this anywhere in her writing; I can't find anything. Voldemort Day, it seems, was very loosely referenced in book 1 (Ron says he thinks that there would be a whole day around Voldemort if he won); as ridiculous as it seems, it was referenced.
Anyhow, was Delphi's plot twist of being Voldemort's daughter planned out from the beginning? If so, where can I find it in the books?