Admittedly this was a huge question following the end of Game of Thrones since Drogon disappeared into the distance with his ‘mother’s’ dead body in tow. According to Nina Starner and AJ Caulfield of Looper some folks believed that Drogon ate Daenerys, but David Benioff and D.B. Weiss debunked that rumor without hesitation and even told Emilia Clarke as much before the show even aired.
“Drogon’s not going to eat you. He’s not a cat. Did you see how gently he was nudging you?”
For as massive as he was and considering his teeth were larger than some of the swords in this show, Drogon was surprisingly gentle and reserved at times, particularly around Dany. Despite the fearsome appearance he was given the strongest of the dragons was still in many ways like a massive pet that bent to Dany’s will most of the time so long as she treated him kindly and didn’t demand too much. There was a time during the show when Drogon and his brothers were seen to act rather wild and untamed, as though they might break free of their unseen leash and simply plunder the countryside at their leisure. It was even believed that after being imprisoned in the dark that the other two dragons would turn upon anyone and everyone they could in retaliation for being locked away. But somehow, someway, Dany’s iron will was enough to keep them in line most times and the fact that they had bonded with her right from the egg was enough to overcome any serious difficulties.
The fact is that Sam Tarly did mention that Drogon was seen headed towards Volantis, until he was cut off. But this does make sense I suppose considering that this is where we first met Daenerys and her sniveling brother Viserys. What is confusing however is that Drogon and his brothers were released from their eggs within the desert, so returning to Volantis would mean that there is more than a rudimentary intelligence going on in that skull, meaning that it should be easy to think that Drogon could have deduced that Jon Snow had killed his mother. Of course thinking about it this way could mean that the theory that if Daenerys wasn’t going to sit on the throne then no one would explains the reason why Drogon melted the Iron Throne. Some might have thought that given the intelligence of a beast that Drogon would think ‘pointy thing killed mother, I melt pointy thing’, but given what the dragon has done throughout the length of the show this would be kind of an insult to a creature that is far more complicated than a regular draft or herd animal.
At one point it did almost look as though Drogon might have gone beyond her control, though if anything this period of time tends to feel like a teenage rebellion phase for Drogon and his brothers, a time when the three dragons were uncertain as Dany was and had been cast adrift in a way. After she regained control though there was no stopping her, or the dragons, at least until they went up against the Night King, who was an enemy unlike anything they’d met at that time. Some people might still think that it was lazy writing to make it possible for the Night King to take down Viserion with one strike, but if you’ve ever played D&D (Dungeons and Dragons, not drug and disease free) then you’ll know that the Night King is what you might call an epic character, someone that has power unlike anything the other characters can deal with, and can take down dragons with relative ease. Think about, this guy took on full frontal blast from Drogon, the most powerful of the three, and smiled in return. He could raise the dead with only a gesture, and he could turn a dragon undead as well, so thinking that he could perform a critical hit on a dragon isn’t too far out of line. The rushed job of Arya taking him out is akin to rolling three 20’s in a row in D&D, seriously as just anyone that’s played and they might tell you about it, three 20’s usually equals instant kill. Okay, nerd moment over….for now.
Anyway, there’s no real reason given as to why Drogon would be taking Dany to Volantis, though Sam could have been about to give a reason when Bronn interrupted him. All we do know from the creators is that the dragon did not eat his mother, and he was headed in a definite direction to a location that might have some special meaning. At this point it’s enough to know that she didn’t end up as dragon chow, though what else he could possibly do aside from carrying her off has been left up in the air.