Euron Greyjoy burst onto the scene for Game of Thrones Season 7 boasting a slick new look, which Twitter has alternately compared to resembling "the Joshua Jackson we didn't ask for" and "a Chainsmoker." But aside from his off-the-rack H&M style, Euron had a remarkably well thought out plan to gain back power. First, he offered Cersei his Iron Fleet in exchange for her hand in marriage, but she declined. So he decided to sweeten the deal with a gift. But why is Ellaria Euron's gift to Cersei? During a sea battle in the middle of the night, Euron's fleet ambushes Yara's and he manages to slay two Sand Snakes, capturing Ellaria and her daughter Tyene.
Ellaria begs Euron's men to kill her but it's clear that she's meant to be taken alive. Why? Because Euron knows the opportunity to avenge one of her children's deaths is an irresistible treat for Cersei. Remember that Ellaria was responsible for Myrcella's death in Season 5. Myrcella was sent to Dorne to be betrothed to Trystane Martell, allegedly for her own protection. It broke Cersei's heart to send her daughter away, but she later got a small piece of revenge, when The Mountain killed Oberyn Martell in combat. Ellaria was devastated (and horrified) by her lover's death, and planted a poisoned kiss on Myrcella just before she set sail back to King's Landing to be reunited with her mother. As the ship pulled into harbor, Cersei knew by the look on Jaime's face that they had lost their daughter.
Although Cersei finally sits on the Iron Throne, she has endured only hardship since the death of her daughter: imprisonment, a walk of shame, an attack on the Sept of Baelor that led to the suicide of her only remaining child, King Tommen, and a fraying kingdom surrounded by enemies. The chance to brutally murder, or torture, Ellaria's daughter in front of her in exchange for Myrcella's death is a revenge plot befitting Cersei Lannister. It's likely both Ellaria and Tyene will die in the end, since we only have five episodes left in Season 7, followed by six episodes in Season 8. The Dornish plotline was significantly simplified for the TV series in comparison to the books, and this ending — a total massacre of House Martell's lineage — ties up their story easily.
As for Euron, Cersei's delight at being able to do what she will with one of her greatest enemies — and that enemy's innocent daughter — just might be enough to seal their union.