As an item (Divine Blessing?) states, the Queen of Lothric quietly disappeared after Ocelotte was born. Maybe she didn't have the baby in the first place - she might've lost it. Being revered as the goddess of fertility, it is possible that she went insane by losing a child on birth, and then disappeared. That would also, in my oppinion, explain Oceiros' madness.
It's a dumb theory, but hey, still a theory.