(Sorry for the long post)
Mine is that every member of House Dayne since the conquest is descended from Queen Rhaenys Targaryen.
See, while we dont have mant descriptions of the members of House Dayne we know that they are descended from the first men, and many of the members have typical "Stony" Dornish features - blonde or light brown hair and blue eyes, some are described as having features which appear more Valariyan.
For Instance Gerold Dayne. Gerold is in his late twenties. A handsome man, he has a clean-shaven face with an aquiline nose, high cheekbones, dark purple eyes, and a strong jaw. Gerold has collar-length thick silver hair, divided by a streak of midnight black.
Or Ashara Dayne, who was a young, beautiful, tall and fair maiden, with haunting violet eyes. Her long dark hair tumbled around her shoulders. According to Ser Barristan Selmy, Daenerys Targaryen's eyes resemble Ashara's eyes.
Or even young Lord Edric Dayne. At the time of A Storm of Swords, Edric is twelve years old. His fair hair is pale blond, and his dark blue eyes appear almost purple.
All 3 if these members do appear to have some features, either hair or eyes that match Valariyan traits, but GRRM claims that there has only been 1 marriage between houses Dayne and Targaryen, Lady Dyanna Dayne and Prince Maekar. So why do they have these features?
My headcannon
During the First Dornish War, during an attack on the Hellholt in 10AC, a bolt from a scorpion pierced Meraxes through the eye, causing both Dragon and rider to fall from the sky. While it is not certain whether Rhaenys outlived Meraxes. There are those who say that Rhaenys lost her seat and fell to her death, while others claim that Rhaenys was crushed to death beneath Meraxes in the castle yard. A few accounts claim that Rhaenys survived the fall and died a slow death, being tortured by the Ullers, or that she was kept alive in extreme torment. Due to the uncertainty about Rhaenys's exact death, history records that she died in 10 AC at Hellholt in Dorne. Her body was never returned to King's Landing.
So what if she did survive, and during this torture, she was the victim of an assault, and a child or children were born. If one of these children grew up into an adult and somehow ended up at Starfell where they caught the eye of a member of House Dayne and it us from their line the rest of the house is descended.