Yeah, I'm on the "Tyrion is concerned that Dany has a tendency to make bad decisions when her emotions get involved" train.
I think the Tyrion Targaryen thing would be dumb and cheap. The only "hints" the series has towards it is Tyrion unchaining the dragons, and Tywin telling Tyrion he isn't his son. Which, btw, he also says to Jaime in the books after he refuses to leave the Kingsguard to be heir of Casterly Rock. With Jon they've been teasing his mysterious parentage all series, and have had dialogue hinting at his specific origins since at least Season 4. Tyrion ALSO being a Targ would be out of left field.