Some dialogue you missed:

Chrom: Still your spear a moment and hear me out. You've been lied to!

Cynthia: Spare me your tales, brigand! I've nothing to say to someone who would impersonate my father!

Chrom: Your what? Oh, for the love of… How many daughters are going to come back in time to see me?

Cynthia: Huh? H-how did you know I-

Chrom : I already went through this with Lucina.

Cynthia: Lucy's here?!

Chrom: In the flesh. …Though she neglected to mention she had a sister.

Cynthia: Wait—then you really are…! Oh, Father! I missed you SOOOOO MUUUCH!

Chrom: My… my ears…

Cynthia: I knew something was fishy with that guy! He barely even smiled when I found him. My REAL father would've given me a big hug and called me his little pega-pony princess!

Chrom: …Please tell me I never actually say that.

Cynthia: You'll say it right now, if you want me to believe you're the real Chrom!

Chrom: Uh… It's… it's good to see you, my... Um... My little pega-pony princess…

Cynthia: Aww, it's good to see you too, Father! I can't believe I fell for that lying creep's lies! Oh, I am going to KILL him for this! I'm going to plant a flying hoof right in his stupid liar face!

Chrom: She's even flightier than her mother. …I didn't think that was possible.
One of my favorite scenes with Chrom in the game.