My main problem with some of the theories expressed on the last few pages is that people pick and choose the evidence to support them, while at the same time disregard evidence to the contrary.
Take the whole Azor Ahai thing, for example.
Melisandre thought Stannis was Azor Ahai reborn because her vision told her that the new AA was "born amidst salt and smoke", so she concluded he was born on Dragonstone. Who else was born on Dragonstone? Daenerys, the "Stormborn". Maester Aemon, a Targaryen himself, thought the prophecy was misinterpreted, and that AA was actually a woman.
But of course, Dany isn't the only one who was born on Dragonstone. Stannis daughter Shireen was born there, too, and Shireen even suffers from Greyscale, also known as Garin's curse, which, given the backstory around Garin, might play a role in the whole AA arc...
And "born amidst salt and smoke" might not even refer to Dragonstone, at all. You become a disciple of the drowned God from the Iron Isles by actually drowning, and being reborn again, which will often grant you prophetic abilities, as it happened to Patchface, for example. Who's to say that being born amidst salt and smoke doesn't actually mean to be "reborn" under the sea?
Here's one of Patchface's prophecies, who are among the most reliable prophecies in the entire series
“Under the sea, smoke rises in bubbles, and flames burn green and blue and black,” Patchface sang somewhere. “I know, I know, oh, oh, oh.”
Then there's the whole Nissa Nissa thing. In order to ignite his flaming sword Lightbringer, Azor Ahai had to drive his sword through his wife Nissa Nissa. Both Jon and Dany have quite a few themes in their respective story arcs, but love isn't one of them. Who could possibly be their Nissa Nissa if either of them really is AA reborn? In fact, there are only 2-3 characters still alive in the whole series who would qualify as being truly "in love". Jaime Lannister, Jorah Mormont and maybe Brienne.
Here's Jaime's dream he had while sleeping on a stump of a weirwood tree. You know, the trees of the Old Gods with faces on them, which Bran uses to see visions of the past.
This is your place, Brother. This is your darkness." Her torch was the only light in the cavern. Her torch was the only light in the world. She turned to go.
"Stay with me," Jaime pleaded. "Don't leave me here alone." But they were leaving. "Don't leave me in the dark!" Something terrible lived down here. "Give me a sword, at least."
"I gave you a sword," Lord Tywin said.
It was at his feet. Jaime groped under the water until his hand closed upon the hilt. Nothing can hurt me so long as I have a sword. As he raised the sword a finger of pale flame flickered at the point and crept up along the edge, stopping a hand's breath from the hilt. The fire took on the color of the steel itself so it burned with a silvery-blue light, and the gloom pulled back. Crouching, listening, Jaime moved in a circle, ready for anything that might come out of the darkness. The water flowed into his boots, ankle deep and bitterly cold. Beware the water, he told himself. There may be creatures living in it, hidden deeps..
- Brienne appears from the darkness, her hands bound in chains. She is also naked, and asks Jaime to undo her chains. When she asks, a sword appears. Both Brienne's sword and Jaime's are aflame. -
"The flames will burn so long as you live," he heard Cersei call. "When they die, so must you."
Let's not forget about all the Gods. There are many different religions and deities in Westeros and Essos. The Seven, the Old Gods, the Lord of Light, the Drowned God and his eternal enemy, the Storm God, and the many-faced God, to name just the most prominent.
I don't remember exactly where it was mentioned in the books, but it is said that most of these names refer to the same few deities. The faith of the Seven is pretty much confirmed as a heresy. Among the Seven, for example, is one aspect known as "the Stranger", and I think it is in one of Arya's chapters where it is said that the Stranger is actually the many-faced God. In fact, presumably all seven are just aspects of the many-faced God, the God of death.
Now, why do I bring that up?
Because there's a very interesting story related to the Drowned God, the story of the Grey King.
http://awoiaf.westeros.org/index.php/Grey_KingThe Grey King is so named because his hair, beard, and eyes were grey as the winter sea, and at the end of his life even his skin had turned grey...
The Grey King brought fire to the earth by taunting the Storm God into setting a tree on fire with a thunderbolt.
Sounds a lot like Greyscale, doesn't it?
It is interesting because it is the only other dualistic religion in ASOIAF besides the religion of the Red God, R'hllor, and his enemy, the "Great Other", God of ice and death. Both religions are also shown to work miracles, and have themes in common, such as resurrection, prophetic visions or bringing fire to mankind. Keep in mind, Azor Ahai is the messiah of the Red God. He might very well also be the messiah of the Drowned God, much like the Grey King was.
So, I don't think it is far-fetched to assume Azor Ahai could suffer from Greyscale, too. Greyscale is also known as Garin's curse.
According to legend, the men of Volantis and Valyria hung Garin in a golden cage and mocked him as he called upon Mother Rhoyne to destroy them. That very night, the waters rose and drowned the invaders of Chroyane.
...
From that day, the spirits of the fallen conquerors have said to have remained beneath the waters, they who were once the lords of fire. It is believed that their cold breath is still said to rise from the murk to make the fogs that infest the ruined city in the Sorrows, and their flesh is said to have turned as stony as their hearts. It is also believed by some that Garin rose from his watery grave and became the Shrouded Lord.
Now, without going too much into detail, you might remember that in ADWD, Tyrion fell into the Rhoyne, "blacked out", and then woke up on board of his ship again after a feverish dream.
He dreamt of his lord father and the Shrouded Lord. He dreamt that they were one and the same, and when his father wrapped stone arms around him and bent to give him his grey kiss, he woke with his mouth dry and rusty with the taste of blood and his heart hammering in his chest.
Greyscale doesn't show up immediately after contraction. It's specifically stated in the books that sometimes it takes years after the infection before the first symptoms appear. Depending on how much weight you give to certain passages in the books, there are several potential clues that Tyrion contracted Greyscale when he fell into the Rhoyne. Who's to say he didn't actually drown in that river when he "blacked out", but the Drowned God/Red God resurrected him and then left his "mark" upon him?
So, as far as I'm concerned, Tyrion could very well be another potential candidate to become Azor Ahai reborn.
No matter what, as you can see, there are many, many different theories out there who all have a certain degree of plausibility when it comes to Azor Ahai.