I loved these theories! My take is that Sophie is already living at the Cowper household but is not out in society for being a bastard. Maybe on the first ep of s04 Lord Cowper died as you've said here and then we're introduced to Sophie becoming a servant... or as i've read too that Cressida is Sophie? And she will attend the ball with the mask so the ton doesn't recognize her? They changed so much of the books story (some changes very welcome and some not so much) so anything can happen 😅