Sorry there, somehow the quote went missing... This is Gelzer's line on Julia I was referring to:

"Both her father and her husband were sincerely, even tenderly, devoted to her".

Silvia, you're an invaluable source as always.

The quotes Silvia cited made me consider something: Cicero says Caesar is in mourning, which is quite understandable given that his daughter died , but from this to saying that JC was "tenderly devoted to Julia" seems to me quite a leap.
I mean, Julia was a woman and therefore, in Roman terms, her death was probably less important than a son's death. Plus complicances in childbirth were quite common. But still, if any comparison was to be made, Cicero was deeply affected by Tullia's death. So, it was not uncommon for a father to love his daughter.
Plus, JC had quite an history of being (or showing to be) attached to his female relatives - as in the case of the public funeral orations for his aunt Julia and his first wife Cornelia.
Then why do modern authors stress this attachment to Julia? Why do they tend to agree that it was more politics than feelings in the case of his aunt and first wife, but not in the case of his daughter? Simply because he held the games in Julia's memory when he was at the height of his power? Might it not be politics as well? Where or what is the difference?

I still want to go through Plutarch and other ancient sources to see if something more can be found.