I think WW is Henry’s daughter who is the result of an affair Henry had because of Cora being too unfeeling. Cora finds out and curses the pregnant mistress and the child is born green. It doesn’t make sense for Cora to risk her position of power over an affair or an illegitimate child. If Cora did become pregnant with another child that wasn’t Henry’s, I really think she would’ve found a way to cancel the pregnancy so it didn’t come to term.