Jaime's sinking scene with his hands open seemed to imply to me that the thing dragging him down into the depths was his fake hand of gold. We were reminded of the hand earlier in the episode as well - when Jaime said he couldn't use the scorpion with one hand.
Bronn jumped in with him, so I think next episode we will see Bronn unfasten the gold hand and let it sink to the depths, while rescuing Jamie. (I accept that the armor would also be quite heavy as well, but perhaps it is plot armor, are we don't have to worry about it, or Tyrion will have recognised him and will come help...)
When they get out of the water the dragon might not actually be poised to burn them. Dany is killing those that try to kill her - but those practically drowning in the water they would be defenceless. It doesn't accord with her character to just blast them the second they emerge from the water. She would hold fire. That probably gives enough time for Tyrion to recognise Bronn and Jaime (if he hasn't done already - it seemed to me like he recognised Jamie when he said 'you fucking idiot' that second time - which gives him enough time to run to the scene while Jaime is still underwater).
Jaime will be a captive again - enough time to respect Dany maybe, tell her about real the circumstances under which he killed her father. A Bronn-Tyrion reunion would also be interesting.
What's most interesting I think will be letting the golden hand sink. Cersei gave it to Jaime - she is like the golden shackle submerging him into darkness. There has to be an arc leading Jaime away from her - maybe this will finally be its start!
