Yes, that’s a crazy theory.
Yuri was an orphan who lived on the streets. She had blue eyes and blonde hair. She had one person who took care of her- that was a boy, I guess not more than 3-5 years older than her. (In my opinion he might be Lakis or person not related to him at all- who knows.) After she was taken for experiments her hair and eyes changed color (black hair, red eyes if I remember correctly). She lost most of her memories and ability to feel anything. Her current appearance is how it is now because of experiments, not because of relations with any old noble family or deceased woman who’s father can’t accept the fact that she is DEAD. Old man is simply delusional (and I guess he wants to Yuri and his grandson to get closer ‘alias’ get married- when he doesn’t know that for Yuri his grandson is the worst enemy).
As Yuri was thinking- nobles are problematic and it’s better to don’t have anything in common with them.