Daenerys might be swayed to make a trade, but with Euron promising a gift to Cersei upon his return to King’s Landing, Yara, Ellaria Sand, and Tyene Sand will likely find themselves captives of King’s Landing.
With Theon seemingly more concerned with self-preservation than his sister, one has to wonder who Euron may try to negotiate with that would care enough about Yara’s life.
Pilou Asbæk appears to indicate that even though Yara was battered and had an ax to her neck last we saw her, Euron is going to keep her around for awhile.