Someone please tell me I'm wrong, but...
Cersei sends Bron to kill Tyrion and Jaime. He finds them conveniently together and alone, somehow avoiding everyone in Winterfell, and... doesn't kill them because their plot armour is too strong. He leaves, somehow avoiding getting caught (again)
Later, Jaime tries to leave alone and is caught and arrested, despite fighting on the same side as his captors only days earlier.
Is this right?
The logic upside of it:
1. Cersei sends Bronn who is apparently easily manipulated by big monetary rewards to do things and who also knows and can get close to Cersei's enemy.
2. At some point Tyrion and Jaime maybe wanted to have some privacy to talk and relax - not completely afforded in the halls of Winterfell. An inn located in a nearby town suited that purpose.
3. Bronn isn't completely committed to following Cersei's orders: he sees a prize dangled in front of him but he wants it on his terms and he doesn't trust any of the Lannisters. However, he knows they are likely the only ones at the time who can give him what he wants, so he tries to drive a bargain with the brothers who he has had a working relationship with in the past. I'm sure he is also a little reluctant to kill people who in some way are worth preserving, who seemed to be more than the crass aristocrats that have been the norm in Westeros, and who were on friendly terms with him for a while.
4. Jaime was given the benefit of the doubt earlier basically because Brienne vouched for him. He left Winterfell quietly and was found heading back to King's Landing at the frontline. Dany's forces may ask why should he be doing that? They have just experienced the ruthless actions of Cersei at the meeting at the gates of the city, they are sensitive to anything the Lannisters are doing and Dany is suspicious of Tyrion having divided loyalities. We know perhaps that he is simply joining Cersei to watch out for her but not to partake in the fighting necessarily, but it looks problematic and threatening in the eyes of Dany.
Yes, I have wondered about how he escaped the camp. Perhaps it was easier to wander out of Dany's encampment rather ride past it on a horse - no-one suspects someone to be escaping or more energy is spent by soldiers guarding and looking outwards for problems and enemies that might attack.
Plot twist: Bronn is a member of the Faceless Men.
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and... doesn't kill them because their plot armour is too strong.
I thought it was odd for Cersei to send Bronn to kill her brothers when she knew they had a friendly relationship with him. I had the impression Cersei really sent him as an FU message to them for abandoning her knowing that Bronn wasn't going to go through with it or Tyrion could talk him out of it.
Jaimie was supposed to remain in Winterfell with Sansa because he's not going to kill his lover/sister. The soldiers were likely ordered to stop him.