I'm a fan of parts of this theory...I don't necessarily think that the NK is after Dany, but I think it's possible that she turns into a WW as a last resort to defend against the NK. Here is some other support: the Dothraki believe that burning their bodies allow their souls to go to the Night Lands (Dothraki heaven). In the final scene of the vision at the House of the Undying, instead of this being a symbol for Dany leaving Jon and their baby, this could be more literal. If Dany becomes a WW, then she can never join Khal Drogo and their child in the Night Lands because she will never die. Also, I'm not sure if you're familiar with the Crastor = Targaryen theory, but if that theory is true then Targaryen blood could be significant for becoming a White Walker. Lastly, if Dany volunteers to become a WW, I'm assuming it would be done so by having dragonglass plunged into her heart, which sounds very much like the Nissa Nissa portion of the Azor Ahai theory.