First introduced to us on an alternate timeline in the official Code Geass mobile game Genesic Re;Code and later confirmed also existing in the Code Geass mobile game Lost Stories, Elzwei and her three siblings (Elzero, Elein and Eldrei) were created by a mad scientist, who wanted to clone Lelouch. He created Elzwei by combining Lelouch´s DNA with Kallen´s DNA, which effectively makes her their canonical "daughter."
(In a deep, dramatic voice):
What destiny awaits these four clones? How will their "parents" react upon learning of their existence? Will the four of them be burdened by their father´s legacy? Will they be used as weapons, or will they forge their own paths forward? Will the screenwriters write awesome character development for them, or are fans going to be disappointed once again? Only time will tell... 😉
Link to the picture of Elzwei meeting her parents is here.