Could they have made Grey Worm's upcoming death more obvious?
They could have made him talk about the boat that the two would sail away called the "Live Forever".
It was definitely the biggest foreshadow of a death of the episode.
Regarding the Gendry/Arya debate, my only issue with it is that I found Gendrys reappearance last season to be a little far fetched, with Davos just popping out to pick him up and landing back in the story as a main character. It felt like fan service, but if you are going to do that, you may as well have the moment with Arya, who deserved some happiness and something good.
As for Daenerys, what ultimately is her flaw is that she has little love for the people of Westeros. She's been obsessed with conquest, and show's history is filled with examples of how that makes for bad leaders.
When she was in Essos, she at least had a bit of a mission. She was trying to destroy the slave trade, which is an honourable goal, but she largely failed in implementation.
She gained loyalty from a few Westeros regions, not due to inspiration, but only as those groups (Dorne, Martells, Greyjoys) needed allies in their own fights.