After the Night King's death, Tyrion and Jaime celebrate only to find themselves under threat of Bronn, who Cersei's sent to kill them both. They offer Bronn a lordship over Highgarden, which helps them leave the conversation with their lives.
In the days that follow, Jaime hears that Cersei has further fortified her position by killing a dragon and wiping out Daenerys's fleet. He tries to return to Cersei in King's Landing to warn her of the vengeance to come and to honor his promise that he'd stick with her until the end; however, Daenerys's Unsullied capture him before he can cross their defensive border.
When Tyrion learns of this, he goes to his big brother and frees him. The moment mirrors Tyrion's own unjust captivity in season four and that fact is not lost on him, as he provides the plan and the means for his brother to flee the country with Cersei.
Sadly, Jaime and Cersei never escape King's Landing, but the brothers' bond lives on.
