Women would be of great use, but there are few that are rulers and none in Westeros. I believe the Dance of Dragons saw to that. If the Dornish wished to treat, it would be through one of their blood. Prince Quentyn Martell brought a signed marriage pact between Daenerys's former guardian, Ser Willem Darry and Oberyn Martell.

There was no woman...so I heard.

The Tyrells were loyal to House Targaryen during the rebellion, but no word was sent about a potential alliance.

[She's growing confused now, uncertain about this Jon Snow's sanity.]

How is a Lannister to hold the throne? The Usurper only could because of his Targaryen claim.