What happened to Gilly’s baby in the books?

What happened to Gilly’s baby in the books? A Feast For Crows However, Jon Snow, the new Lord Commander of the Night’s Watch, has swapped Gilly’s son with Dalla’s. This is done to spare the innocent child from Melisandre’s flames on account of his king’s blood, leaving Gilly’s son at the Wall.

A Feast For Crows

However, Jon Snow, the new Lord Commander of the Night’s Watch, has swapped Gilly’s son with Dalla’s. This is done to spare the innocent child from Melisandre’s flames on account of his king’s blood, leaving Gilly’s son at the Wall.