I think that the scene of Daemon sneaking into King’s Landing to hire Blood and Cheese shows the audience Daemon’s true feelings and intentions regarding the events that took place since the usurpation.
On one hand, there’s Rhaenyra who wants Aemond’s head. This is reasonable. She wants revenge on the man who murdered her son. In this moment of the story Rhaenyra wants specifically Aemond’s head, not Aegon’s, not Otto’s, not Alicent’s. She wants Aemond’s head, because right now she is a grieving mother who wants revenge for the death of her child.
On the other hand, there’s Daemon who went to exact this revenge. Now, in the show, when Daemon hires Blood and Cheese he initially orders them to kill Aemond. However, Daemon is not dumb. He knows that there’s a great possibility that these two idiots are not going to be able to complete the job, so when they asked him what to do if they didn’t find Aemond (which most likely was a question they asked because they had no intention of finding him out of fear) Daemon doesn’t get angry, he simply stares at them and even though they don’t show us his answer, we know that he told them that if they couldn’t find Aemond then they should bring him the head of any other royal male (a son for a son).
What I’m trying to say with this is that Daemon did not really care about whose head Blood and Cheese would deliver him, as long as it was the head of a green royal male. While Rhaenyra wanted Aemond’s head specifically, Daemon did not care if he got Aemond’s, Aegon’s or Jaehaerys’ head. He just wanted revenge on the greens in general. He wanted to get even and to let them know that they also had a lot to lose. He wanted the greens to experience the consequences of their actions and to remind them who they were up against. Blood and Cheese was more than revenge, it was Daemon’s message to the greens that they are not as safe as they think they are and that even though they are holding King’s Landing, they are not in complete control of the city and that he (The Prince of the City) can reach them in the very place they thought they were protected without having to come on dragon back.
Up till this point, the greens had not yet experienced the consequences of their actions. Up till this point, the blacks were the only ones who were enduring the losses and pain of war. While the blacks mourned their losses, the greens were just nonchalantly strutting around the Red Keep without an ounce of remorse for what they did, thinking themselves invincible and victorious before the war actually started.
Blood and Cheese was a wake up call for the greens. And a clear message directly from the Rogue Prince himself.
