Euron Greyjoy's surprise attack at sea gave the Lannisters an early advantage in the war for the iron throne. And they continued to strengthen their positions after Jaime took Highgarden from the Tyrells in the previous "Game of Thrones" episode. All Danerys' allies are gone now, and the Unsullied Army is trapped inside Casterly Rock with no food left since the Lannisters emptied the larders. Their ships are destroyed by Euron, and there's no way they could go back, at least via ship.
Luckily there is one man who can supply the Unsullied army with food while they are at Casterly Rock and that is Jon Snow's most trusted advisor -- Ser Davos Seaworth.
However, in order to understand this theory, we must go back all the way to Robert's Rebellion.
The Siege of Storm's End
While Robert Baratheon fought on the battlefield, he left his younger brother Stannis in charge of Storm's End, the ancestral seat of House Baratheon. However, Robert was forced to retreat when he was defeated by Lord Randyll Tarly at the Battle of Ashford. This allowed the Tyrell forces to laid siege on Storm's End, while the Redwyne fleet blocked Shipbreaker Bay. As a result, Stannis and his small garrison were left to starve to death. They were forced to eat the rats and horses and came close to eating their dead while the Tyrells feasted outside the Castle walls.
However, thanks to Davos, a notorious smuggler, the garrison escaped certain death.
He was able to slip through the Redwyne fleet and enter the Castle with a ship full of onions and fish. And for that Stannis granted him a knighthood after the siege was lifted by Ned Stark at the very end of the war.
What's next for Davos Seaworth?
Since the Unsullied army is surrounded by Euron Greyjoy's fleet, there is no way for them to get the food, unless someone could smuggle it inside Casterly Rock. And what better man to do the deed then the best smuggler in the world -- Ser Davos Seaworth.
After "Game of Thrones" Season 7 Episode 3 and the meeting between Jon Snow and Daenerys Targaryen, there's no doubt that those two will forge an alliance. Especially if Dany finds something in the cave that will convince her to help in the battle against the army of the dead.
But knowing Daenerys, she would have to defeat the Lannisters first. She is yet to use the Dothraki army and three large dragons. However, she must free the Unsullied army trapped inside Casterly Rock, and that is where Ser Davos Seaworth could step in.
