The Lost Lord

They'll probably show up in Tyrion's next chapter, as they were sent to rescue the hostages and that's just what Tyrion is trying to convince Plumm to do.

So it's looking like this is our order of the Fire Battle so far: Barristan I: Prepares to march Victarion I: Prepares to sail in Tyrion I: Tries to convince Plumm to flip, waits for Barristan to march, sees Victarion's fleet sail in Barristan II: The battle. Notices Victarion's ships. At this point things are going really well for Dany's side. So we're probably very close to the point where the dragon horn gets blown and things go pear-shaped in some insane way.

Jaime got the chance to change. And he did, a little. But overall he was trapped by Casterly Rock and his family, just like in his dream in ASOS. He swore never to raise arms against Starks or Tullys, and he thinks he's satisfied that oath by merely threatening to murder Edmure's baby unless Edmure surrenders Riverrun, and making Edmure a prisoner for life, and threatening to shoot Edmure and even Jeyne full of arrows if the Brotherhood attacks their convoy. I doubt Catelyn will agree with his interpretation that he stuck to his oath when Tom o'Sevens fills her in on the trebuchet exchange.

Catelyn already let one Lannister slip through her fingers with trial by combat. I don't think she'll fall for it again.