Book readers might remember a prophecy told to Daenerys in The House of the Undying in Qarth that she would be betrayed three times: Once for blood, once for gold, and once for love. While this exact prophecy never made it into the show, the betrayals certainly have. In Season One, Mirri Maz Duur killed her unborn son (AKA, blood) to save Drogo's life, and Jorah betrayed her to King Robert for gold.
The third betrayal has yet to happen—especially if it's a major plot development George R.R. Martin has in his outline for the series. And, as the remaining Game of Thrones episodes dwindle, fans have begun speculating who will betray Daenerys for love.
One major clue could have come in Episode Four as Tyrion watched Jaime charge Daenerys with a spear. "Flee, you idiot," he said, as Jaime made the pretty stupid decision to attack a dragon. "You idiot. You f*cking idiot."
It's true that the only living person Tyrion actually loves is his brother Jaime. And when Tyrion was imprisoned in King's Landing, facing execution for Joffrey's death, Jaime set him free. And that's not the first time Jaime has fought for or saved Tyrion's life. He looked up to his brother his entire life, and even made it clear in the books that he never bet against Jaime. His reaction at the end of Episode Four shows Tyrion's conflict over his love for his brother and his loyalty to Dany—and some fans have begun to speculate that this could lead to his ultimate betrayal. It's likely that Jaime isn't going to drown in that abyss. And if he doesn't, he'll likely be taken prisoner by Daenerys. Well, if Jaime is facing certain death and imprisoned at Dragonstone, it's possible he would feel obligated to free his brother. He certainly owes him one. Plus, Lannisters always pay their debts. Taking that theory one step further, if the theory that Tyrion is a Targaryen is also true, it could be possible that Tyrion is sentenced to death by fire, and his true lineage saves him.
Some fans are also thinking that it could be Missandei who betrays Dany for love. The last we saw Grey Worm, he was standing on the ramparts of Casterly Rock watching their fleet get destroyed. His fate is unclear. And if he's been taken prisoner, who knows what Missandei could do for love. I've seen elsewhere that those conversations between Davos and Missandei about her accent point to her being a double agent, but that seems like more of a stretch.