Honestly believe they'll make Dany go the same route as the mad queen. She's too power-hungry and stubborn.
Once she gets to know that she doesn't have a Targaryen claim to the throne but Jon does, she'll start with her paranoia and try to burn everything to the ground (everything being the alliance, metaphorically speaking), just like how Cerseis paranoia pushes everyone away from her.
I found it a bit weird that Cersei would use Bronn to kill off her brothers. I mean, the guy has a good relationship to both and has already shown earlier in the series that he won't fight a battle he belives there to be a chance of losing. Could see him try to view the battle between the living a bit before taking action either way. On the other hand, as others suggest it doesn't feel like Tyrion has much left to do in the show, especially if Dany goes mad. Hell, if Bronn assassinates Tyrion, her hand, then it could very well help put her spiraling down into madness. Had to double-check that the syfillis girl wasn't the one grinding on Bronn.
If I remember correctly, people have mentioned that Cersei hates Tyrion because she thinks he will murder her due to some prophecy? I'm on shaky ground there as I haven't read the books myself and I think people might be reaching, but if that part is true I could see Jamie reacting to a assassination of his brother by killing Cersei or at least playing a huge role in her downfall. But then Tyrion & Jamie could have switched roles in this scenario without it feeling much different.
I would prefer Jamie to survive with Brienne as I think she's cool and could do with a good ending, finally being a lady and a knight.
I don't think Arya will die. Her list and personal story has been given so much time and we're in the final season now, so I think it will play out to some degree at least before she could bite the dust. I think she'll end up killing the mountain at the very least. I think it would make more sense to kill of the likes of the hound, Sam, Jamie, Tyrion, Sansa, the Greyjoys, Dany & her entourage with how their stories are done or almost done.
Out of those I'd believe the Greyjoys to be more likely to survive just for the end-picture being them back on the Iron Islands.
With Theon going up north I'd say he could be one to kill off amongst the Greyjoys.
Of course I assume Cersei won't win the game of thrones, so she and her group won't make it. They did a nodge in the opening back to that dragon-killing ballista. Might end with Cerseis team taking down a dragon or two.
I have no clue what they'll do with Gendry. I don't feel like he should die. He might end up with Arya if she survives the series?
On a last thought, maybe Sansa ends up as Jons hand if he wins the throne? He could do with someone to tell him what is realistic and what isn't. She's been groomed by Littlefinger in more ways than the creepy one after all.