Cersei tells Jaime about Maggy's prophecy, and reminds Jaime what he told her at their father's funeral - that their enemies would try to tear them apart.
Daenerys tries to persuade Jon to bend his knee by asking him "Isn't their [the people of the North] survival more important than your pride?" - the same way Jon tried to persuade Mance Rayder to bend his knee to Stannis.