An another rather weird moment which also could be a hint/foreshadowing:

When they're seeing the Mane 6 performing their dance, Alpha playfully asks Queen Haven if their moves reminds her of his amazing dance skills at "Just Prance", and Haven replies with a laugh, that "No! Reminds me of my Pipp and Zipp." and Alphabittle's smile just suddenly fades, like he'd be lost in this thoughts. And his face becomes serious not after the "No!" part but right after she says the names of her daughters.

My point is, if he's really Misty's father, then at this point he's probably reminded that he also has/had a daughter about the same age, but she's lost and still missing.😢