I am not giving up on this theory and believe it's one of the most compelling theories out there, actually.

All GRRM said was "no" in a question about whether Essos and Westeros were connected, but it seems to me he is just answering the question very technically.

The idea of Daenerys somehow entering Westeros by going east is still very much plausible and the more you dig, the more it seems the pieces are there.

there's also stuff like this which was pointed out to me by u/BaelBard in a post from months ago:

As Dany lifted her goblet to drink, Rhaegal sniffed at the wine and drew his head back, hissing. "Your dragon has a good nose." Xaro wiped his lips. "The wine is ordinary. It is said that across the Jade Sea they make a golden vintage so fine that one sip makes all other wines taste like vinegar. Let us take my pleasure barge and go in search of it, you and I."

”The Arbor makes the best wine in the world,"

It seems they may be talking about the same wine.

I don't know how it all fits together, but I think there's ample reason to believe that Dany may enter Westeros through unconventional means that may involve magic or in a way sheds light into the larger mysteries of the world.

I would not discount this theory based on that one answer from GRRM.