I definitely agree with this song being about a daughter.
Maybe I'm projecting my own personal experience onto it, but it seems to me like the dad, Val Jester, pampered his daughter and told her he loved her ("how she lives in your blood"), but was maybe a little bit overprotective (he built a room for her). And he "fill[ed] her coat with weapons" to protect her, but "when she goes, she's gone", and he can't protect her anymore, because now she's on her own.
I definitely agree with this song being about a daughter.
Maybe I'm projecting my own personal experience onto it, but it seems to me like the dad, Val Jester, pampered his daughter and told her he loved her ("how she lives in your blood"), but was maybe a little bit overprotective (he built a room for her). And he "fill[ed] her coat with weapons" to protect her, but "when she goes, she's gone", and he can't protect her anymore, because now she's on her own.