Alright, let's hypothetically say that the Conspiracy is right and Prince Cobalt is a girl. What would be the plan for her adulthood and eventual need for a heir?
She wouldn't be able to get someone else pregnant and it would be pretty hard to not only hide a pregnancy, but to deliver a baby without it getting out that she's a she.
Would Cerulea want her getting married to a woman in the first place? Would the plan be to pass off a newborn nephew as Cobalt and her possible wife's child?
I think most likely, Cerulea would arrange for another male in the Evangelite family to impregnate Cobalt's wife. Cobalt himself may not even be aware that this is not his biological child; the only people who knew the truth would be Cerulea, the father, Cobalt's wife. Cerulea would probably have the wife and the father assassinated after the baby was born just to protect the secret better.
However, this assumes that Cobalt himself doesn't realize he is/was female. It's possible that he was born female, but the royal family brought in a transmutationist to transform him into a male as a baby (which is highly illegal in Evangeline Kingdom, as all magic is illegal). He would be too young to remember this procedure.
Depending on how skilled the mage was, Cobalt may appear male but be totally infertile. Only an exceptionally great transmutationst, like Austerity, could perform a complete DNA transformation with functional sex organs.
No magic was ever involved, and Cobalt is simply being disguised as a boy until puberty. At that point, Cerulea may plan to smuggle in hormone medications and surgeons from Zareen Empire to transform him the less magical way. I think this is the more likely scenario, since Cerulea is religiously anti-magic.
In this scenario, Cobalt would be aware that he was born female, and might have a tough time grappling with that mentally/morally, being a Modern Lindist entrenched in Evangelite values.
Maybe he fears the upcoming surgeries and the false life ahead of him, and it scares him into fleeing the kingdom altogether. Can a pampered preteen make it to the Matuzu or Folkvar border alone? Probably not, so he'd need some help...maybe from auntie Azura? 🤔
Lots of interesting possibilities here!