My viewpoint on how the concept of Fae gifts/debt/bargains applies to this situation goes something like this:
1) Any time someone accepts a gift from a Fae, they are granting the Fae a measure of power over them. The impression I get is that by default, Fae have very little power over mortals; that is, their powers are weakened when used against them. I see this as a form of threshold, which is hard for Fae to get past until the mortal 'invites them in' by accepting a gift.
2) That aside, the gifts themselves do not incur any formal debt. Rather, debt results from favors accepted or bargains agreed to. It need not be obvious that you are negotiating with a Fae or even that you are agreeing to a bargain. For example, say you are watching a ball game with Jimmy the disguised Fae. The doorbell rings, and it's the pizza guy. Jimmy tells you to relax; he'll take care of the bill and you can owe him one. If you agree, then you now own a Fae a Favor, whether you realize it or not.
3) Even so, (pure) mortals are not as bound by debts as supernatural types are. For example, Dresden was bound because he swore to repay on his Power. If he defaulted, he'd then actually lose some portion of his magical power. A Fae literally *can't* default, because to do so would be against their inherent nature. When a pure mortal defaults, then I think at worse the favor basically counts as a gift, and the mortal is in the situation describe in #1. Which may not be a good thing, of course, but it's not quite so bad as the Dresden example.
Back to the OP's scenario. First of all, I don't think that the very conception would count as anything. After all, at worst the character *is* the gift, since there was nobody to recieve the gift when it was given. Of course, since then there are likely a great number of times that the father slipped in hidden 'bargains'. But he really doesn't have much of a hold on her, since she offered no collateral, as it were. She has opened herself to his power, but nothing more. Either that, of she could take on an aspect (or even a Trouble) to reflect her feeling of indebtedness.
The situation changes if she begins to embrace her Changeling side. At that point, her nature would begin to change, and any bargains made from then on would carry more strength. Teaching her powers might count as bargains, etc.