I think this is a very good question and one we don’t have an answer to. I agree with you that Moe didn’t seem to even acknowledge what Gold was talking about. I have heard the theory that Gold had a relationship (possibly romantic, possibly not) with Moe’s daughter. I don’t think that is the case. It would make no sense at all for Moe to not even respond to Gold’s references to this person. Granted he was tied up and being beaten so he might not have been tracking very well. But still, if Moe had a daughter, who was now either missing or that Moe knew was in the hospital, you would think he would at least respond to Gold bringing her up. Although you might have expected Moe to say “what are you talking about?” when Gold started prattling on about “you were her father.”
I think they intentionally left it vague by Moe just not even acknowledging it.