Shireen is not going to get burned. Because if that would be the case, they would have to kill Davos before they could kill her(he is her protector), but we know "they"(Stannis troops) are not going to kill Davos because he is running with them across Stannis camp(trailer scene), which is burning. My theory up until now has been that Stannis camp burning means Dragon Fire, and I still think that this is by far the most likeliest possibility - especially considering the recent revelation about Jon returning to the Wall in E9 as opposed to E10 - however there is yet another possibility; Stannis refusing to sacrifice Shireen, and then Mel - either alone or with the help of Brienne - kills Stannis, and then uses his blood to create a big fire show in the camp, so she can escape to the Wall. So we are going to see in E9 either Drogon destroying Stannis camp, or Mel destroying Stannis camp.
