Daenerys Targaryen’s faithful Dothraki and Unsullied armies followed her across the Narrow Sea and helped her take the Iron Throne, but they were unexpectedly left without their queen after her dreadful murder during the “Game of Thrones” series finale, titled “The Iron Throne.”
Soon after taking King’s Landing, Daenerys addressed her warriors with a heartfelt speech about the execution of their promises to serve her and uttered plans to conquer tyrants around the earth. Neither of the armies had any ties to Westeros, but they were eager to give up their lives for their queen and applauded at her words.
But after Jon stabbed Dany, the troops were left without their queen or a plan for the future. So where did her armies go?
The Unsullied set sail for Naath.
The Unsullied have a obvious destination: the Isle of Naath. Naath is an island in the Summer Sea and Missandei’s home, so it makes sense for Grey Worm to select the island as the army’s destination.
Back when Missandei and Grey Worm were both at Winterfell, they had a discussion about being foreigners in Westeros. When Grey Worm asks her if there’s anywhere else she’d like to go, she says she’d like to go back to Naath and see the beaches once again.
“Then I’ll take you there,” Grey Worm says.
“My people are peaceful,” Missandei responds. “We cannot protect ourselves.“
“My people are not peaceful,” Grey Worm says. “We will protect you.”
Missandei was sold into slavery in Essos as a young girl and never had a opportunity to go back home. She was captured and Cersei had her executed in front of Daenerys and Grey Worm before the last battle at King’s Landing. Grey Worm and the Unsullied sailing for the island means Grey Worm can defend Missandei’s people like he said he would.
The Dothraki are probably sailing back to Essos.
When Daenerys first met the Dothraki, they were horrified of the ocean, which in their language factually translates to “poison water.” Daenerys’ khalasar ultimately pledged to pursue her across the Narrow Sea, and they set sail for Westeros at the end of season six.
Though much of her army appeared to be murdered during the Battle of Winterfell, it seems that adequate warriors were left to assist take King’s Landing.
When Jon is meeting his siblings at the docks, a few Dothraki can be seen walking among the ships. With the demise of their queen, those that survived perhaps determined to cross the sea once again and head back home as they are wandering warriors and are used to the plains.