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More on my last point about Tyrion abandoning Dany: Tyrion will presumably have to pick between Jaime and Dany, they both want the other dead and he’s got loyalties both ways. What if Dany goes full Mad Queen and demands Jaime be butchered/burned/stabbed in the back (as her father was by Jaime) in the name of justice? She won’t listen to Tyrion because they have differing motives: Tyrion (most likely) wants Jaime to live and Dany wants the Lannisters dead. If Jaime kills Cersei as the valonqar, Tyrion and Dany might interpret and want to proceed differently.

Tyrion betraying Jaime for love seems like a reach (it’s probably Daario), but as the stakes keep getting raised and characters keep running into each other, it might get more and more plausible and gain more weight.