I think a lot of Rey’s interactions in the Rise of Skywalker (Specifically, the two times she thinks about telling Leia about her vision, but decides against it) would have a lot more weight if she already knew she was a Palpatine. Plus, it would give new meaning to the part where Luke tells her that Leia knew all along and still decided to train her. So, against almost all logic, I’m thinking about making an edit of TLJ to better set this up.
Basically, I’d need to make two major changes in dialogue:

Add at least one line about how there were rumors of Palpatine having a biological heir. Ideally, Luke would explain in his flashback that most people thought Snoke was the heir, but that Luke believed Snoke was just someone in the right place at the right time.
In the throne room, Kylo reveals that the “heir” was actually Rey’s father. Then, in trying to persuade Rey to join him, he posits that the resistance would kill her if they found out who she truly was.

Then, in the Rise of Skywalker:

Cut all references to Palpatine being alive, until Rey meets with Kylo in the hangar. That’s when Kylo reveals Palpatine is back. Because it’s a slow scene and he’s wearing a mask, there’d be a lot more room for him to explain it in a way that makes sense than in the earlier resistance briefing scene.

How does that sound?