Aegon VI Targaryen never died in the Red Keep, he's given safely to Arthur Dayne by and was told to take him to Essos to be safe and that Elia and Rhaenys would not be far behind.

Though now it turns out that they both died in kings landing. Or at least so they thought, Aegon discovers rumours his sister may be alive.

I do not own a song of ice and fire or any of its respective works.