When Yara and Theon came to Daenerys back in Season 6 for help in taking back the Iron Isles from their Uncle Euron, her alliance with them was her first step at securing her place as the queen in Westeros. So now that they need her again, will Daenerys help Theon on Game of Thrones? Since they’re already allies, you’d think she would have no question about setting out to save Yara from Cersei’s or Euron's clutches. Then again, when it comes down to it, it might end up being a matter of trading hostage for hostage.
Until Sunday’s episode, when viewers finally got to see Drogon in actual battle, Cersei had Yara for all intents and purposes and was likely going to use her as an example for what happens to traitors against the crown. (i.e., kill her and display her remains in a very nauseating way).
But if Daenerys ends up capturing Jaime after his fall into the water due to his escape from Drogon’s fire, Cersei may see it as an opportunity to give Yara to Daenerys in exchange for Jaime. It’s not the most exciting sequence of events to expect from Game of Thrones, but it also doesn’t give Daenerys a lot to gain from helping Theon, even if the Greyjoys are her allies in this war.
At times, Daenerys has been impulsive and definitely unpredictable, but she’s also fair and seems to know what’s right. In the preview for Season 7 Episode 5, she gives the remaining Lannister and Tarly soldiers the option to bend the knee as opposed to just outright slaughtering them all, so that’s something, right? Then again, if Yara is no longer in King’s Landing and, as Theon said, with Euron somewhere, then Daenerys has Euron’s own Iron Fleet to contend with. And as we saw from the way he slaughtered two of the Sand Snakes and burned countless ships in the sea, he’s ruthless when it comes to getting what he wants.
After Theon made his cowardly escape into the sea and Euron officially captured his sister, Gemma Whelan (who plays Yara) spoke to Newsweek about Yara’s future on Game of Thrones and Theon’s motives in leaving her in the clutches of their sadistic uncle. "She feels betrayed, but I think she gets it," Whelan said. "The one thing about Yara is that she loves her brother. She’s really upset at this point that they’re defeated, and she sees that he gets spooked and has no choice." As for Yara, Whelan unfortunately didn’t have anything juicy to reveal other than the fact that the would-be Greyjoy leader has had some seriously bad luck. "It’s not looking good, is it?" She added. "But we’ll see."
Theon might be the coward in the family, permanently damaged by everything Ramsay Bolton did to him and destined to have that "Reek" persona inside of him forever, but Yara is the one who really made an alliance with Daenerys and they’ve respected each other thus far. It’s also difficult to imagine that Yara’s story ends here, with no resolution. Now that Daenerys has made a huge dent in her plan to conquer Westeros, there’s a good chance she could use some of her resources to help Theon get Yara back. What is dead may never die, right?