In Episode 1 of Game of Thrones' penultimate season, Euron Greyjoy promised to bring Cersei a priceless gift to prove his loyalty to her, and perhaps induce her to marry him. So, is Ellaria Sand Euron's gift for Cersei on Game of Thrones? As one of Queen Cersei's several enemies, she'd definitely make a good candidate. And as she was frog-marched away by Euron's soldiers instead of being killed, it definitely looks like she could be brought to Cersei as a prisoner.
When Euron first announced that he was going to bring Cersei a priceless gift, people immediately began guessing what it would be. The most popular opinion was the head of one of the several people currently on Cersei's list of enemies. It's a long list. As she herself said, "Enemies to the east, enemies to the west, enemies to the south, enemies to the north." My first thought was that Euron was going to bring her Tyrion's head, which has been on Cersei's Christmas wish list since her awful son King Joffrey died. However, Tyrion is way too well protected, and way too essential to the story to be killed off. Ellaria Sand, however, also killed a child of Cersei's, which puts her in a really bad spot right about now.
Cersei was responsible for Ellaria's lover Oberyn Martell's death when he fought the Mountain and lost — graphically. Cersei's daughter Myrcella had been living in Dorne ostensibly for her own protection. As revenge, Ellaria planted a poisoned kiss on Myrcella right as she left to go home. So instead, Cersei was greeted with the dead body of her daughter. In Episode 2's sea battle, Ellaria is being protected by her daughter Tyene and when they are finally overpowered, Ellaria tells her captors to just kill them and get it over with. But the men just shake their heads and drag the two women off somewhere.
Considering that Ellaria killed Cersei's daughter, Cersei will most definitely react viciously to these two being brought to her door. She is not known to be a forgiving queen, and she's a big fan of the an-eye-for-an-eye style of punishment. If I were to guess, I'd imagine she'll kill Ellaria's daughter but leave Ellaria alive and send her to some gruesome fate. I have literally no evidence to back this up, it's just a hunch based on what is generally understood about Cersei's character. I guess we'll just have to wait a whole week to see if I'm right.