This is probably the biggest mystery of the franchise to me.
There are only two adult male lions in the pride, Mufasa and Scar.
Mufasa being her dad makes little sense, never does she refer to him in a way that would even imply him being her father.
Scar being her dad would make a certain already creepy deleted scene even creepier.
It's mostly just speculation if there were other male lions in the pride, that could have been her dad. Nala had a brother originally called Mheetu but he was scrapped from the movie. Did sarafina come from another pride?
Cub nala and simba referred to each other as best friends and not siblings. The whole Kovu being scars adopted son instead of being his son was because higher ups at disney were uncomfortable with the romantic leads in tlk2 being cousins. It makes me think that simba and nala can't be brother and sister because the people who wrote the story, while not being perfect never intended them to be that way.
That also makes me wonder, if kovu is scars adopted son then who was kovus dad?
To me this all just points to there being another pride not too far away which are allies with the lions on pride rock. They made an arrangement with mufasa for the betrothal of nala to simba. And in that arrangement sarafina and nala lived with them.
Nala stayed after learning of Simbas death, mostly speculation on my part but she never got over his 'death' and stayed in pride rock out of respect but Sarafina didn't due to not having the same amount of respect. Which explains why sarafina wasn't at the battle for pride rock.
It would also make sense as to how Kovu isn't scars son. He was originally from another pride, same with zira, nuka and vitani.
That would also explain why the four weren't seen at the battle for pride rock in the first movie. They lived in another pride, but every lion who sided with or was still loyal to scar was exiled from both prides and they all lived together.