HAHAHA it's a Jackalope... Jackalopes are said to breed only during an electrical storm with hail.... so I figured she went into heat during electrical storms.
As for the Queen... as not amused as she would be upon finding out who her father is... she also causes the exact thing that the Queen feeds off of so it could be this weird loop.
Yay Little! Penny will appreciate that and think he's adorably strange.