Daniella McCarthy is one of the missing children in history. Her true identity is Grand Duchess Anastasia Romanov, thus making her the biological sister of Gavin (Alexei Nikolaevich, Tsarevich of Russia). She hung up almost immediately the first time Chip Winston called her. She later called him back to inform him that she was indeed moving.
Daniella was the only missing child absent from the adoption conference held at the end of Found. Katherine would take advantage of this, posing as Daniella and allowing herself to join the group of other missing kids.