Her sister Mathilde had a daughter with spanish diplomat Salvador Bermudez de Castro, marquis de Lema, Maria Salvadora later maqruess of Peñaflor.
Neither child was recognized either by their mothers or their royal husbands.
Maria Salvadora eventually was recognized by her biological father when she was 15.
Not a cuckoo case in either example. 
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I believe Princess Antoinette of Monaco had three children before marriage. I'm not sure if there's any truth to the rumor that Princess Louise of the UK (daughter of Queen Victoria) had an illegitimate child.
However, Princess Kira-Melita of Leiningen have birth to a daughter, Lavinia, before marriage. The said child was eventually legitimized through her parents' marriage (Prince Andrew of Yugoslavia officially acknowledged her as his own child); but the fact remains that her mother gave birth out-of- wedlock.
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