When Daisy and Tom’s daughter Pammy visits with the adults, how does Gatsby react? And what do we learn about Daisy as a parent?

Gatsby is shocked, as if the child he knew existed had only been a dream. Afterward, he is tense. 

"...he kept looking at the child with surprise. I don’t think he had ever really believed in its existence before."

"Gatsby took up his drink. ‘They certainly look cool,’ he said, with visible tension."