This has been sitting on my drafts for a while now ever since last Sunday so let me do this real quick.
• I'd make sure Aegon and Helaena have proper prior conversations about their children and Helaena's worries.
Example: After Aegon threw a celebration of Lucerys' death (I am imagining this episode being just a day or two after Stormlands Episode). Aegon would check on Jaehaerys and Jaehaera who are already tucked to bed. Helaena cannot sleep. She tells him she's been having dreams and is uncertain of the safety of her children. Aegon will try to remind her that they're safe as they have bigger dragons and stronger guards. Helaena would tell him another prophetic sentence regarding the 'rats'. Aegon waves it off and leaves.
• Helaena cannot sleep, right? So does the twins. Alicent's new chambers are Rhaenyra's old chambers so Blood and Cheese would surely know the way and would not act like total idiots.
• Criston Cole just finished comforting Alicent. I'm going slow burn on these two, blurring the lines of protector or lover? Alicent was totally shaken up by Lucerys' death and what would that mean to the Greens and Blacks. He slowly reaches for her and embraces her (maybe even sniffing her hair on the process) Alicent eventually tells him that Aemond summons him.
• Helaena asks her children if they can sleep and they both say no. Helaena both stood them up and held her hands as they walk to Alicent's new chambers.
• There'll be guards on every door of the castle just not Alicent's but there are guards near her door.
• Criston Cole is surprised to see Helaena and the twins outside and going to Alicent's chambers. He opens it for them anyway before going to Aemond (that's when the scene with them two happen)
• Through the tunnels, Blood and Cheese enter the castle and eventually Alicent's room.
• Instead of gagging Alicent and tying her up. They knock her out, scaring the children. Helaena covers the twins from them behind her. She tries to sneak away from them before being pulled away from her children.
• One of them will pull Helaena and point the dagger on her chest. Her face is frozen and her mind is racing.
• The other will hold both the children.
• She'd be asked which is the boy.
• Helaena disassociates. She tries to give out her life instead before they refused and threatens if she screams or her children scream, they all be dead.
• Helaena now tries to give them her necklace and rings to persuade them. They did not entertain her with her delusions.
• They ask again now with anger "Where's the boy?"
• Helaena closes her eyes and points at Jaehaerys. They push Jaehaera and Helaena away and they run from them.
• As they run, they hear screams of Jaehaerys. The guards are frightened and she stumbles upon Erryk who asks her what has happened.
• Helaena will tearfully say that the men killed her son and Alicent is unconscious on the floor.
• Once the guards burst open the door of Alicent's chambers, it will be implied that Jaehaerys is now missing his head and there's blood everywhere and Alicent is still laying down on the show defenselessly.
Additions
• I would age up Jaehaera and Jaehaerys. They're what? 5 or 6? Maybe 7 or 8 now in the show.
• Maybe second episode will open up with Alicent waking up and finding out what happened.
• Daemon will explicitly tell Blood and Cheese that if they don't find Aemond then kill Jaehaerys.
• It will not be explicit as there are child actors heavily involved but there'll be heavy implications.