In Star Wars Episode IX: The Rise of Skywalker we learn that Rey's grandfather was
Who was the grandmother?
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There was no grandmother.
While it is not revealed in the movie, the official novelization is rumored to claim that as part of his contingency, Palpatine prepared a clone before being thrown down the Death Star II shaft by Vader as he sensed the flicker of light within the latter. Before his body hit the ground, he had learned to project his essence into one of the Clones. This was an imperfect clone. Palpatine's son (Rey's father) is also a clone. The son is one of the clone projects of Palpatine because they kept trying to make a body for him to contain his power. The son is a perfect bodied clone. Palpatine hated the son for being a failure as he had no Force abilities. Note: the novel itself has not been released yet and many revelations that are being reported are only available as "leaks".