The only logical outcome I can see Jon being a Targeryan still is if in the next episode, where the Tower of Joy is depicted, Nedd and some Stark homeboys face the last three Targgorilla Kingsguard, and they find Lyanna dying in the tower after the fight. So maybe they will try and throw some bullshit in like, Rhaegar blew his load inside Lyanna, Jon then pops out of Lyanna at the tower, her dying at child birth, like a regular Tyrion, and Nedd takes him in and creates a cover up story of him banging that Wylla chick during Roberts Rebellion, and that being Jon's mother.
That is my theory if they decide to go in that direction, which I don't think they will do, I think Nedd just must have derailed some random hussie during the Rebellion. But the other theory would be fun