I just remembered the first settlers of New Orleans before the French were Native Americans... so I created this really complex theory on how Alex might actually be Alfred and Matthew's biological sister:

Before I start, I would just like to say I know I've said Alex was Joan's daughter, but let's remember, Joan was a virgin. So Alex would have had to be adopted.

Alex is Adilisa's biological daughter (explains Alex's dark hair) however, she was stolen from the tribe as a baby. Gaia and/or Terra saved Alex, whom was still a baby. They were going to give her back to Adilisa, however, Adilisa, like all the other Ancients, died. So they kept Alex for a while, they would have taken in Matthew and Alfred in too, but they were found by Francis and Arthur. Gaia and Terra started wondering "Hey, why don't we give Alex to Arthur and/or Francis too?" But than, Francis made friends with a human: Joan D'Arc. Gaia and Terra knew that when Joan died, Francis would be heartbroken. So, they (reluctantly) gave Alex to Joan when Alex was still a baby. So, being raised by Joan, Alex had pieces of her in her. Than, when Joan died, it went back to plan two, Alex being Iggy and Francy's kid.

The reason Adilisa hasn't confronted Alex yet? Simple, she doesn't know how.

The only people that know about this of course are Gaia, Terra, Adilisa, and maybe the other Ancients.

What do you think? I'm not sure if I'll use this or not... Need feedback to decide first.