"I'm going to Dorne. And I'm bringing our daughter home."

Cersei does decide that she wants to retrieve her daughter, but she sends another member of the Kingsguard . Neither is it a secret mission. Jaime does leave the capital, but he instead heads off to tie up some loose ends from the war in the Riverlands. Bronn, meanwhile, hasn't played much of a part since he bid adieu to the imprisoned Tyrion in book three.There's no big fight between Jaime and the Sand Snakes in the books.