Daemon actually married Rhaenyra in George R.R. Martin’s 2018 novel Fire & Blood. They were married to other people initially, but they wed in secret after they both became widowed. Daemon and Rhaenyra’s marriage caused a major scandal when the court and Viserys I (Daemon’s brother and Rhaenyra’s father) found out about it.

However, Viserys eventually accepted their union. Daemon and Rhaenyra ended up having two children, Aegon III and Viserys II.

Source: https://www.distractify.com/p/house-of-the-dragon-daemon-and-rhaenyra-relationship