No matter who you're rooting for on Game of Thrones, it's easy to agree on one thing: Euron Greyjoy is batsh*t crazy. He's apparently also a mysterious entity because he hasn't been around in a while. We last saw him in "The Queen's Justice," kicking the Unsullied out of Casterly Rock — not to mention he may or may not still have Yara as prisoner. He's mostly likely still terrifying, but what's he up to now?
Where Is Euron?
Euron is last seen leading a fleet to Casterly Rock, where he ruins Daenerys's plans and ambushes the Unsullied she sends there. Perhaps he's completely taken it over and has holed up there since? We've also seen him in King's Landing, where he offers Cersei a "gift" (Ellaria and Tyene Sand, whom she kills). It's possible that he's heading back there for more orders. And of course, he could be back at the Greyjoy home of the Iron Islands, plotting his next move.
What About His Alliance with Cersei?
Euron has made it very clear that he wants to marry Cersei. If she truly is pregnant, how will that news affect him? Assuming the baby is Jaime's, there's a great possibility that it could ruin Euron's wedding plans and destroy their alliance. In the ultimate weird plot twist, the baby could even be Euron's, but that seems unlikely. Regardless of the parentage of royal babies, Euron is one of the only remaining leaders on Cersei's side. If it stays that way, he has to meet up with her again at some point to do more of her bidding.
Is Yara Alive?
Yara is last seen as Europe's captive after he completely annihilates her fleet and Theon does f*ck all to save her. Euron brings her along to King's Landing when he delivers Ellaria and Tyene. It seems unfitting for Yara, who's proved herself a strong and capable leader, to die off screen, so fingers crossed she's still alive. Theon has messed up so much throughout the series that maybe his ultimate redemption will come in the form of trying to save his sister. After all, he's made his way to Dragonstone, and that's a prime target for Cersei to attack. Maybe the next time we see Euron, he'll be facing off with Theon — and hopefully Yara!