Couple things:
1) People saying there is a spy in Dany's camp are way off-base. The simple fact is that Jamie is a seasoned military commander and Tyrion is not. It absolutely makes sense that Jamie out-maneuvered his less-experienced brother. I tend to think this extends to the Yara/Euron battle as well.
2) That being said, why wasn't Highgarden better equipped for that fight? Weren't they supposed to have an untouched army preparing to march on KL? I'm not REALLY going to complain as I'm fine glossing over this if you consider the strategic strength of Jamie and the Lannister army with Randall and the Tarley army, but hindsight sure makes you wonder how the Tyrell army was supposed to lay siege to KL effectively if they couldn't even defend their own castle. Also, someone asked this: when Highgarden was attacked, they easily could have sent a raven to Dragonstone to let Dany know what was happening. Dany would know quickly. Same with CR.
3) Honestly, I'm really surprised the greyscale thing worked. I thought it was going to require dragon glass. Speaking of dragon glass/greyscale, didn't Melisandre say she was going to Volantis? Is that similar/close to Valyria (the old city that is overrun with greyscale?). Just seems weird to me to go through all this history and agony about greyscale if the only upside is that Jorah gets saved. I really thought there would be a larger play here in reclaiming the old city or discovering something there that would help in the war with the undead.
4) I didn't notice Euron's ship in the CR bay, though someone else said they saw it. Assuming it was not his ship, it would make sense to me that Euron left KL shortly after Yara/Greyworm left Dragonstone. He caught up with Yara and took her out. Then he told half his fleet to keep following Greyworm while he took the other half back to KL. Doesn't really bother me either way, but maybe that would make people feel better about Euron's super fast ships. Let's not forget he and his men are seasoned pirates. They could easily follow an unsuspecting navy without being detected, waiting for the ideal moment to strike.
5) Never heard of this theory before, but someone mentioned it is more likely that Jamie and Cersi were Arys' children than Tyrion because of this "wedding day" situation. I didn't read the books, but is it possible they are twins but from different fathers? Apparently this is a very rare thing, but not unheard of. That would explain why Cersi is so similar to the Mad King while Jamie is so similar to Tywin. HIGHLY doubt this is a real thing, but who knows, crazier things have happened.