Of course he's showing up now. Seeing a father is usually a joy for a child, for you it was... okay, it was a disaster!
It would seem, give up one child, one dragon. Some less, some more. But it seems that after Jacaerys returned to Dragonstone with a setback, Daemon decided to take matters into his own hands. How is it his blood and won't agree to go over to the Black side? No way!
However, of course, he wasn't so lucky. He had no luck at all. He was used to the hateful stares, but now he had to ask something more from the one who hated him. It was hard, because he usually just annoyed everyone while he went about his business.
"Just look at you and I can see her," he tosses sloppily, clearly under testing looks. He certainly doesn't have an ounce of compassion or guilt in him
"What are you all crowded together for?" he exhales nonetheless. There are Maesters and smaller lords nearby. A couple of minutes later, they're clearing out, and it's just the two of them in a room he'd call your shack.
"Well, I'm going to assume you don't want to help us," Daemon concludes. "But you don't have a choice. You can't help the bitch with the weepy eyes either,” just before he huffs and rolls his eyes. Or, sorry, beloved Queen Dowager Alicent.