Just when Yara and Ellaria were getting "too close," Euron had to crash in. Literally. Euron ambushed his niece and nephew, taking over their ships and grabbing Yara and Ellaria, while Theon jumped ship. So will Yara and Ellaria reunite on Game of Thrones? Unfortunately, it looks their romance is ending just as soon as it began.
Euron promised to get Cersei a gift in the first episode of the season and it now appears that gift is Ellaria. The new leader of Dorne killed Cersei's daughter, Myrcella, as retribution for the death of her lover, Oberyn, back in Season 5. Now it seems Cersei may finally get her revenge and thus the cycle of revenge continues in Westeros.
It's unclear if Euron will be giving Ellaria to Cersei dead or alive, but either way it seems unlikely Ellaria will ever see Yara again. Even if Euron doesn't kill her, Cersei will certainly keep Ellaria locked up and tortured for the rest of her days. At best, Ellaria may be able to survive until the Dorne and Tyrell forces lay siege to King's Landing and she may be rescued but one should never get their hopes up for a happy ending on Game of Thrones.
Similarly, Yara might not have the best future, either. Unless Euron plans on doing his own kind of torture on Yara, it doesn't make sense that he'd keep her alive. She, along with Theon, who's now floating somewhere in the ocean, are the only people who still have a solid claim to the Iron Islands. Once Euron kills Yara, all those deserters will either have to choose to still work with Daenerys and abandon the Iron Islands all together, or bow down to the new king.
However, it's possible Euron decides to keep Yara alive to placate those that deserted him in the first place. He may decide that it's better to keep her under his thumb and use her to make the people of the Iron Islands bend to his will rather than anger them more by killing her. Additionally, Cersei words about how she couldn't trust Euron because he killed his own brother may have struck a cord with him.
He may think it's in his best interest to keep Yara alive and prove to Cersei that he can actually be a good king and make wiser decisions. If by some miracle both Yara and Ellaria survive this, it'd be great to see them together again. But again, I wouldn't get my hopes up.