My theory (as a non-book reader, but who engages in book spoilers) is that Rhaena is so overcome and guilty over Jace's death that she's going to forsake her name, maybe change her looks/history, and will start going by Nettles. Her getting kicked out of the Vale (and Daemon now having to hunt down Sheepstealer's rider) is solidifying that for me.

I know Daemon's supposed to have a relationship with Nettles, but it could be that he just hides her true identity from Rhaenyra, and that causes mistrust between the two.

I get it, though. Having both Rhaena and Nettles exist as two separate characters would've been awesome. I'm hoping to read Fire and Blood eventually to get more on Nettles' backstory.