Man... it would have been nice if she had said this to her father:
"Disappoint you? I'm the one who is disappointed, Grand Duke. You never, not even once, treated me like your daughter and even if you say you don't know if I'm actually your daughter, that has only been the case since that individual came her and claimed to be your daughter. Until that point, for all we know, I was you flesh and blood and you never once showed any care. Of course, the Grand Duke is always busy. There is always something to do. You are just incompetent, Grand Duke.
And now, what are you going to do? Kill me, because I angered you? Kill me, because I told you a truth you didn't like? Sure, go ahead, execute me right now. Do it. Kill your own daughter, because of your anger. Kill me and set in stone the downfall of our Empire. If you kill me and that individual cannot save the Empire as it was told in the prophecy, it will all be your fault. You will have doomed the Empire by killing the one and only Saintess. You will be recorded in history as the incompetent Grand Duke who kill his own daughter, who was meant to be the saintess, simply because some woman that looked like him claimed to be his daughter. That would make a nice story.
You are laughable, Grand Duke. While your blood may course through my veins, I refuse to acknoledge you as my father. You never once cared about me, you are not my father. Now what, Grand Duke? Are you going to kill me and say I was a fake? Or maybe sent me to prison and say I tried to assasinate you? Or even better, I tried to assassinate that individual, but a maid saved her and I, in my own madness, whipped the maid a 100 times. Are you going to kill me or imprison me and fabricate a story to suit the situation? Go ahead. Do it and destroy the Empire with your own hands, you incompetent Grand Duke."
Well, something lke that would have been pretty satisfying, if the shit head go really angry. It would also be nice to see what the future of that continent was like after they killed the MC. It would be hilarious to see the Grand Shit realize his mistake, although I'd guess blonde cunt or the count, that got her into the party where she showed up for the first time, would kill him before he could realize his mistake. Kinda looks like they are part of some kind of evil group that wants to destroy the world or at least the Empire by killing the saintess.