Cuz the one that involves recruiting Donnel only just now showed up and I'm already on Chapter 16 which doesn't seem right at all....

Some of the paralogues do have special conditions that have to be met before they open up (typically some character that has to be married), but in the case of that Donnel mission (Paralogue 1), it should be available right after Chapter 3.

Right - they'll pop up as soon as the requisite character gets married. What I'm curious to know is, does the skill inheritance of the kid lock in as soon as the parents are married, or once the paralogue starts?

@chaser324: That's weird cuz it only explicitly popped up on the map after completing an optional risen challenge thing and I'm well into the game already.

I think Donnell's paralouge is linked to some characters level, probably Chrom or the Avatar.