The Legend of Zelda: Majora's Mask is the grim and exotic sequel to Ocarina of Time, releasing just two years later and using many of the same character models. The eponymous Princess Zelda, however, doesn't have a doppelgänger in the parallel realm of Termina. Very few of the Terminans are exact copies of their Hylian counterparts, mostly having their own names and different jobs or roles in the game, but in a world filled with so many doppelgängers, it's odd that Zelda is excluded.
Perhaps the most straightforward explanation comes from the fact that Zelda actually appears in Majora's Mask, albeit very briefly. Of all the Ocarina of Time characters reused for Majora's Mask, Link, Epona, and Zelda are the only ones who are definitively the same person across both games. When Link manages to retrieve the Ocarina of Time after the Skull Kid steals it during the opening minutes of Majora's Mask, there is a brief flashback showing Link's departure from Hyrule. Before he leaves, Zelda teaches Link the Song of Time, which players use multiple times throughout Majora's Mask.
Even though it's unclear where exactly Termina is in relation to Hyrule, it would seem there can be only one Princess Zelda. Even though the official The Legend of Zelda's Sacred Realm, "their potent breath slipped through tiny cracks in the folds of space and created millions of alternate worlds in the process. One of these worlds became the land known as Termina."
Zelda & Hylia's Bloodline May Not Exist In Termina
The Legend of Zelda: Encyclopedia, a more recent reference book first published in 2017, further clarifies that Majora's Mask molded the world left by the Goddesses into Termina based on the burdens carried by the Skull Kid. Zelda's existence is inextricably linked to the land of Hyrule, and although its connection to Termina is nebulous, it would seem that known lore s a theory in which the Goddess Hylia has no influence over Termina. Inheritors of the blood of the Goddess Hylia (who is not one of the three Golden Goddesses) is destined to repeatedly come into conflict with the various iterations of Ganon.
The Legend of Zelda's Skull Kids aren't especially powerful on their own, and it is mainly the magic imbued in the titular mask that makes Majora's Mask's Skull Kid a formidable enemy. Bringing the moon crashing into Termina is certainly an impressive feat, but it seems unlikely the mask could undermine the divine connection between Zelda and the land of Hyrule, even if Termina is some form of magical projection based on the Skull Kid's psyche. The Legend of Zelda: Majora's Mask never fully attempts to explain why so many characters are borrowed from a parallel world, but it's possible that it still exists within some of the franchise's framework, which may explain why there is no Zelda doppelgänger in Termina.
Sources: Internet Archive, Zelda.com
