In the books, when Euron comes home for the Kingsmoot at the Iron Islands following his brother's death (not at his hands, BTW, but vis-à-vis Melesandre's "leach" ceremony), he brings with him an impressive artifact: a massive horn called "
Dragonbinder" inscribed with ancient runes and designs that he discovered at Valyria while in exile. When blown, it kills one of Euron's crew by being burned alive, but it's supposed to have the power to be able to bind and control a dragon for anyone who uses it for that purpose.
From the Wiki: "The horn is six feet (1,83 meters) long. It is made from the horn of what must have been an enormous dragon. It has a black gleam, and is banded with red gold and Valyrian steel. When touched the horn feels warm and smooth. Its surface is shiny and reflective, though the reflection depicted is somehow twisted. The bands of the horn are covered by strange writings, Valyrian glyphs. When the horn sounds, the glyphs glow red-hot and then white-hot."
...and...
"The horn's noise sounds like the screaming of a thousand souls and it seems to listeners as if their very bones are aflame and searing their flesh from within. Cragorn, the man who blows the horn for Euron, collapses with blisters on his lips, and the tattoo he has of a bird on his chest is bleeding."
...and...
"Euron gives Victarion the horn when he sends him to Meereen to bring Daenerys Targaryen back to him. He has it with him aboard the
Iron Victory. According to Moqorro, the Valyrian glyphs on the horn read, 'I am Dragonbinder ... No mortal man should sound me and live ... Blood for fire, fire for blood.'"
...and...
"Moqorro says whoever blows the horn will die but any dragons that hear will obey the horn's master. The red priests says Victarion must be made the horn's master and he must claim the horn with blood."
Since Euron never arrived with this horn in the show (and Victarion never existed in the show), the character may still know of it and may be heading back out to Valyria to go get it and bring it back to Cersei to either turn or destroy Dany's dragons.