M.C. Swag said:
Just re-watched the episode and Jamie is 100% going back to KL with the intentions of saving Cersei (or "preventing her death"). In the scene just before he tells Brienne about all the awful things he's done for Cersei, Sansa was informed of Euron's sniper bow-hunting excursion. She then drops the line to Jamie;
"I always hoped I'd be there when they executed your sister. Now it doesn't look like I'll have the chance."
The camera zooms back to Jamie who has this 'horror-stricken' face. The next scene he immediately leaves Brienne. There's no doubt. That scene can only be interpreted as Jamie to the rescue. If it's anything other than that (without any other interaction to/from Jamie), it's just another audience fakeout.
I've thought for a while that Jaime would save Cersei. Even though he knows exactly what she is, he's always loved her anyway. He hates that he loves her but he still does - an addiction is probably a good analogy. I can imagine a scene where she's about to be killed and he jumps in to save her, almost against his will. Even killing one of the good guys to save her.
But I can also see him finally recoiling in horror at what he/she has done and at the end being the one to finish her off. I said earlier in this thread (like 100 pages ago lol) that I keep thinking of the Lord if the Rings where at the last minute Frodo can't destroy the ring.