Hmmm there are multiple hints that Jon is there but they can still all be answered by other ways. There are also a number of questions the straight theory raises. Again why does the KG fight Ned if Jon's there? They know he's not going to do him any harm so why fight? To kill your King's Uncle? Hardly going to set you up in his good books when he finds out.
We're five books into a seven book series; we shouldn't have all the answers yet, so it's not a surprise that we don't.
Equally we know that Aegon was smuggled out of KL (well if you believe Varys anyway) so where did he go? If the KG knew about it then they have to head to him. Plus why not tell them if you've done it? You instantly pick up 3 tough bodyguards. If it's Varys or Rhaegar that smuggles Aegon out (does Varys actually say it was him that smuggled or just that Aegon was? genuine question there) they'd both know Dayne, Whent and Hightower well enough to know they could be trusted.
Taking the kid straight to Essos is pretty hard and Varys didn't leave Westeros as he's around to swear loyalty to Big Bob. Sure he can get someone else to take him but he'd need someone who he can trust not just anyone. It will take time to find that person. Equally we know Rhaegar isn't getting him out of the country. So where's Aegon in the mean time? Pretty dangerous secret to have lying round KL.
Two more paragraphs of speculation. They can be added to the collection. /smile.png' class='bbc_emoticon' alt=':)' />
Do you know why we think Lyanna gave birth at the ToJ? Because there are hints and clues pointing us in that direction. Lyanna died in a bed of blood. MMD talks about the secrets of the bloody bed, which is a reference to childbirth. If we can reasonably assume that bloody bed = bed of blood, and I think we can, then that means Lyanna gave birth at the ToJ.
Actually true. The Kings Guard doesn't pass judgement on the actions and decisions of the legitimate king, as to who that legitimate king is yes they decide. For example Barristan decided that Big Bob was the King and swore service to him rather than go after Viserys. So for the KG to be there they have to have accepted that Jon is legitimate and the marriage was good (assuming it took place this is absolute conjecture as far as I'm concerned). I can't see when the last polygamous marriage was so it's a bit of a step for them.
Arguing that they literally have a choice to keep their vows or not is just stating the obvious. What I don't see is how they could refuse to recognize the crown prince's marriage without breaking a few of their KG oaths, and maybe a law or two. Rhaegar performing a marriage ceremony is as good as ordering his subjects, including the KG, to recognize the bride as his legal wife, able to bear him legal heirs. Refusal to do so would be tantamount to refusing an order from the crown prince.