Theory: Nora Is Actually Eobard Thawne's Daughter, Not Barry's
Nora's lies and relationship with Thawne raises a new question: is Nora really Barry's daughter? Nora was deeply affected when she got a glimpse of Thawne's Reverse-Flash costume. Thawne seemed genuinely surprised when he learned that Barry's daughter's name was Nora and not Dawn, which comic books fans know to be the name of Barry's daughter in the comic books. Thawne then says to Barry, "at least you still have one," which could mean that future Barry has - or had - more than one child. Alternatively, Thawne's surprise could be explained by the idea that future Barry doesn't have a daughter named Nora. The one problem with this theory, though, is that Gideon recognized her as "Nora West-Allen."
Nora also took a DNA test to prove that she was the daughter of Barry and Iris. But Nora somehow deceived everyone by making it appear that she had negative tachyons in her system, so with that in mind, it's possible that she could've faked the DNA test. If Thawne was involved, faking her way through the test would have been even easier. It shouldn't be forgotten that Thawne seamlessly transformed himself into a completely different person by becoming Harrison Wells in season 1. Thawne could have done the same with Nora. Naming his daughter after the woman he killed - his archenemy's mother - is so poetic and evil that it seems like just the sort of thing Thawne would do.
If Nora is Thawne's daughter, it's hard to determine how much she knows about their relationship. Her affection for Barry and Iris does appear to be real, as well as her curiosity about their past. However, her decision to visit Barry's parents prior to the death of Barry's mother could have more to do with the Reverse-Flash than her grandparents, particularly if she knows Thawne is her real father. Another possibility is that Nora is oblivious to all of this and legitimately believes herself to be Barry's daughter. Thawne could have brainwashed her in order to cause Barry heartache.
What This Means For The Flash Season 5
Nora being Thawne's daughter would have major repercussions for the rest of The Flash season 5. First of all, it would renew Thawne's role as Barry's greatest enemy and potentially make him, and not Cicada, the main villain of season 5. Furthermore, it would undoubtedly bring more inner turmoil to the West-Allen couple. After coming to terms with Nora being their daughter and growing close to her, finding out that it was all a devious trick by Thawne would be a huge shock to them both that could hang over them for the remainder of the season - and the series.
If this is the case, then it will open the door for the back half of The Flash season 5 to explore the identity of Barry's real daughter. Barry did mention "twins" in his ramblings when he came out of the Speed Force, and he does have twins in the comics - Dawn Allen and Don Allen. In the Arrowverse, the twins could both be daughters - Nora and Dawn - or Dawn and someone else like Don from the comics. If Eobard Thawne is fooling everyone into thinking Nora is Barry's real daughter, then the truth will eventually emerge in The Flash season 5.