This is super nerdy, but I was thinking about that Dany prophecy about how she'll be betrayed three times: for blood and gold and love. I think blood (witch who killed Drogo), and gold (Jorah) are pretty well established, but the third betrayal for love is still out there. Lotta people think it will be Tyrion. I think it might be Jamie. Tyrion is trusting Jamie not to spring a trap on Dany, but what if Jamie betrays Tyrion (and Dany) out of love for Cersei? If that's the case we could find out in the season finale.
Another option is that Jon is gonna betray her and double back on bending the knee, but not sure how he would do that for love.