The mothers were married but they didn't recognize their daughters.
And of course their husbands didn't recognize them them either.
Eulalia of Spain, while married, but separated from her husband, is rumoured to have had a daughter with her lover king D.Carlos of Portugal.
Nine of the parents acknowledge the child.
Were the mothers married, when the children were born? I'm not interested in the question of whether the husbands recognized them, which determined legitimacy.
If it came to that, Princess Anna of Saxony (1903-1976) was also a likely biological child of an adulterous union. Her mother, the Habsburg-born Crown Princess Luise, was extremely unhappy in her marriage to the future King Friedrich Augustus III and court life in her adopted land. She eventually ran away while pregnant with her last child, generally thought of as having been conceived by a lover. Unlike the Sicilian cases, however, the child was officially acknolwedged by the king as his legal child.
But even if Friedrich Augustus refused to accept Anna as his own, in which case she would have been illegitimate, this example doesn't count. After all, her mother was legally married when she was born.
Maria Sofia Queen of Two Sicilies (Sissi's sister) had an illegitimate daughter Daisy de Lavaysse with her belgian lover from the papal zouaves Emmanuel de Lavaysse.
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.
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.