Wineiri Baratheon
Wineiri Baratheon never appears in any novel of the saga: the only trace of her comes from a genealogical appendix set in the world of the television series, centred on House Umber, where her father's offspring were listed.
She was one of fifteen siblings in total, and that sheer number of names is essentially everything that has survived about her.
Chapter 1
A name among the Umbers
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Her parents were William Baratheon and Martyna Mullendore, and that union produced fourteen other siblings besides her: William, Jon, Martyn, Orys, Theodor, Mace, Tommax, Brune, Gude, Lex, Lorax, Bryte, Miriam, and Argella. No separate story or anecdote about Wineiri survives apart from the rest; her whole recorded existence rests on that list of names.
It is worth noting where she was written down: not in a record of her own house, but in the section devoted to House Umber within a compendium of the great houses' lineages across the Seven Kingdoms. The catalogue already lists her as deceased, though the material gives no detail on how or when.