The horse: maybe there’s “deeper” meaning- but here’s a shell shocked girl seeing one pretty white horse. Like the Dothraki ride. And then hey... Arya shows up where the Dothraki are. So maybe the horse was just a horse and it led her there where she met up with John.
Threats to the family: she threatens everyone. Always. Tyrion too. She tells you that “if this, then I’ll...” and then leaves it alone unless it comes to pass and then she does what she threatened. Plus she was crazy.
The Unsullied: no. They were specifically following the queens orders to execute anyone who supported Cersei. Her last order about Tyrion was to arrest him. Not kill him. The Unsullied follow orders not make them. They captured the city as told, captured Tyrion as told. After that- what do they do with them? Tyrion even told GE his place and GW mostly agreed. “It isn’t for you to decide.” He’s a tactician- not a decision maker.
The watch- Without walkers for so many centuries- what did they do? They largely defended the north from wildlings and fought wildlings. But more than anything the watch without walkers is a dumping ground for people like John who you don’t want to kill but you can’t have around for whatever reason. It also edged an important secondary role which is an army not bias or bound by politics with a strong moral code to protect life and the realms. In serious conflict it can serve as a reserve force of sorts- since the watch is pretty much only administered by the lord commander it does whatever he decides and is able to inspire his troops to follow with. Beyond anything else- they made it exist for the sole purpose of giving them a way to keep John alive and out of a dungeon for the rest of his life. That’s what politicians do in real life- create BS positions to try and keep their friends as well off as possible. In Johns case the watch beats death or a dungeon.
Lastly- independence. Yes. You know- the lords and ladies who laughed at democracy? They seem like freedom is their main goal in life sure. Seriously though- who says they WANT independence? The north is proud and self sufficient. But we see through the series that the other kingdoms rely on each other. They provide defense and military aid, raw materials, food, ships, etc. the 7 kingdoms weren’t all “hostages,” per se. once they were free- but for about 300 years from the main story they have been united. Many joined Aegon or surrendered willingly during his conquest. The rest were conquered- but most kingdoms have formed an interconnected and symbiotic reliance on the throne- and would be more vulnerable and less prosperous independently. The north- as is established and stated early in the series...
Has a very different and independent culture from the southern kingdoms. It’s also established the north sees and seeks little aid or interaction with the south- that visitors from the south are relatively rare. The relationship between the north and south is in essence one where the north is called upon when needed but sees little benefit, and the north is isolated from the south culturally so has its own ways, but is often forced by law to follow the southern ways or at least openly do so while using their isolation to do things their own way in secret. So the north never really fit with the south and as we saw- most of the northerns wanted to be free of the south. They was not the case with the other houses who may have some issues with certain aspects of the status quo, but are largely more interested in preserving it and influencing it to their favor than they are destroying it or abandoning it and “fending for themselves.”
Threats to the family: she threatens everyone. Always. Tyrion too. She tells you that “if this, then I’ll...” and then leaves it alone unless it comes to pass and then she does what she threatened. Plus she was crazy.
The Unsullied: no. They were specifically following the queens orders to execute anyone who supported Cersei. Her last order about Tyrion was to arrest him. Not kill him. The Unsullied follow orders not make them. They captured the city as told, captured Tyrion as told. After that- what do they do with them? Tyrion even told GE his place and GW mostly agreed. “It isn’t for you to decide.” He’s a tactician- not a decision maker.