Was thinking about the priceless gift that Euron promised Cersei and while most people are theorizing that he will attempt to nab one of Cersei's most hated persons like Tyrion or Sansa, I think it might be something more simpler.
Jamie pointed out that the Tyrells had the food that the Lannister army needed to wage war. What if Euron, being the pirate that he is, manages to steal/capture the food from the Tyrells.
Jamie also pointed out the Ironborn steal whatever they can't grow or build themselves.
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