I think she is secretly paving the way for Dany to take control. Remember Tyrion seeing the lord of light cult after he first got across the Narrow Sea with Varys? The woman preaching said that they worshipped the 'true queen' Danyreas. And the brothers without banners — they also have a guy who follows the lord of…

That's what I mean. Dany is relying on the common folk following her when she eventually gets to Westeros. So who will unite the common folk for her cause? The very same Brotherhood who has been advocating for them all this time. It seems to me that the Lord of Light wants Dany on the throne and has all sorts of…

I assumed he was going to where his siblings are locked up. Her sigil has three dragon heads, after all.

Ah yes I forgot all about them. I wonder if they will be the ones to organize the people? I wonder too if 'loyal to Robert' really just means 'not loyal to Stannis'.

My theory is that Davos will kill Stannis, and that's why Melisandre (who has secretly been working for the destruction of Stannis all along, as a threat to the true queen Dany) says that Stannis 'will need him.' Burning the princess — what else could possibly make Davos turn on his king?

I'd just like to point out that Melisandre is pretty much single-handedly removing anyone who could stand in Dany's way. And the only other place we've seen her cult is when Tyrion sees them preaching across the Narrow Sea about how Dany is the true queen. What better way to serve Dany than to have Stannis destroy…