Dietrich calms you down.

You cannot allow that succubus to hand your child, bastard or no, over to your enemies. You meet with your most trusted servant Dietrich in private to plan. "My liege, the situation is not as dire as you think."

You angrily respond: "How is it not?! if she is pregnant with my child my enemies will have a pretender to my throne."

"Any woman can claim her child is the king's. Her goal was most likely to seduce you and wait until a child was born and acknowledged before escaping. The guards who saw you are loyal, they will tell anyone who asks that you escorted her to her room and then left immediately. Desperately hunting after her will only make people pay attention to her words."

Maybe he is right, but you can't just do nothing.

"I will talk to your spymaster, Benjamin will send men to look for her discreetly. Meanwhile you will act as if nothing happened last night, an unacknowledged bastard is no threat, whatever it's mother says."

It is not a very satisfying conclusion, though there is still a slight hope Benjamin's men can capture Veronica, however you see the wisdom in Dietrich's words.