If there's one thing that the creators of the CWs promos do often, its sticking puns in their trailers. Less often, however, is a revelation that comes with that pun, even if its something viewers have been predicting for months.
A FAMILY SECRET OF THE DARHKEST KIND
Now it's entirely possible that this has to do with the whole Lance family business, as that's what's highlighted in most of the trailer. However, Arrow usually has multiple stories that follow one theme for the episode, which brings me to the one key moment that strengthens the theory that Damien Darhk is actually Felicity's father, and that is right here.
In this shot, Oliver and Felicity are looking at Lance's meeting with Darhk in the open (or, if this theory becomes truth, DadChat between Felicity's and Laurel's dads), realizing that Lance is working with Darhk, but more importantly, this is Felicity's first time actually seeing Damien Darhk, which could lead to the realization that he is her father. There would be no reason to put Darhk's name in a pun about family secrets unless he was somehow involved, and unless something insane like him actually somehow being Roy's father becomes the case, the most probable solution is that he is Felicity's dad.