Originally Posted by
Malira
I mean in the "Arthas: Rise of the Lich King" novel we have confirmation that Jaina & Arthas slept together (at least) twice, the first at the Hallows End festival a few years before the events of WC3 and again literally the night before Stratholme. However, the first time they sleep together (which is confirmed as their actual first time) is chronologically after Anduin was born. So, no dice.
Also narratively I don't get the point of Anduin actually being Arthas & Jaina's lovechild. You'd at least think Jaina might have mentioned it in her internal monologue. And really what would it add? Most of Anduin's character is about him feeling unable/unwilling to live up to his father's legacy, would be a bit pointless to make that legacy a lie.