I didn't. But then my history isn't that deep! I think it was just Martin seemed to be giving him prominence than a sex object for Dany needs.
Those men were wealthy, refined (sort of), socially and politically powerful, and at least superficially noble, yet their affections were false. Daario is none of those things—the very epitome of a rough-and-rowdy sellsword—yet he's more genuine with her and about her than any of them. It's definitely a nice contrast and makes Daario seem pretty cool, but methinks his importance may end there. I can see him getting killed off pretty easily with little more impact than some heartfelt cheesy death scene in her arms.

Well, unless you consider the Mummer in that to be Varys, then Aegon/Flaegon is his dragon. It could be a double bluff though. As I said, i'm 50/50 and i'm not sure there's enough to prove one way or the other as of yet. The Septa, though, there's a secret there.
I guess other folks have a higher threshold for this kind of stuff, but when the speculation plane in my head starts spinning wildly out of control, I shut down. It’s definitely fun to speculate on the most immediate mysteries and cliffhangers in the book, but at some point down the rabbit hole I really start to lose interest. I think a lot of these theories that I’ve read are just examples of ghost chasing, honestly. At some point, you just have to relax and continue waiting for the next book.

I think the reason I might be thinking Daario is maybe because I agree with you. Those 3 would be the obvious heads but the JS is the other side of the Sea to actually fly the Dragon across. I kind of feel they'd get the Heads before coming to Westeros. Just don't see Selmy and Jorah in those roles. The other option is Tyrion, whether you credit the Mad King fathering him or not. I do like the poetry of him turning out to be the Knight Sansa always wished to marry. I see his climax in a triangle with LF and her.
As for the three dragon heads, I’m just waiting until Martin gives us another book. The clues we’ve been given so far are too vague to sort out and, when it comes down to it, I’d rather experience the reveal on my own than wrack my brain trying to figure it out with nothing to go on.
