She's Betrayed by Someone Close to Her
We've already mentioned how Daenerys is paranoid about being betrayed by those around her, but maybe she has a good reason to be. She already knows Varys doesn't mind trading one ruler for another, and she's constantly suspecting Tyrion of plotting with his siblings. And Ser Jorah has already betrayed her once before! It's not a stretch to believe that one of them might turn against her should they stop believing in her righteous mission.
After all, there's still a prophecy surrounding her that's meant to be fulfilled. In the House of the Undying, she's told, "Three treasons will you know . . . once for blood and once for gold and once for love." Jorah betrayed her for gold, and Daenerys has always believed that Mirri Maz Duur was the betrayal for blood, which leaves a third. This could be Tyrion betraying Daenerys for his family, which could actually fit all three treasons:
- Blood because it would be for his family
- Gold because the Lannister's color is gold
- Love because the one thing we know about Tyrion is that he loves his family
Or the third treason could come from someone else, like Jon, betraying her for his known family, the Starks, who Daenerys has definitely rubbed the wrong way in the show.