I view Tyrion possibly being Targaryan the same as I viewed Euron and the Dragon horn. Sure, both items could be true in the books and there is more evidence for them in the books, but as far as the show is concerned it would just be too shoe horned in, and not enough time at this point to pull it off. I feel like hints would have been present much longer in both scenarios if there was even a chance they happened.
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