I can give you tons of evidence if you'd like. It's funny, there's a group of us slowly accumulating more and more from the books. We're kind've in that "accretion" phase where we're realizing he's hidden more than we thought. Kind've like the first couple of R+L=J threads over at westeros.org.
But for you to dismiss it so out of hand when I've actually already given a bunch of rather convincing evidence lets me know that you don't seem to want to listen. So carry on I guess.
(For the rest of you, on the balance of probability, Tyrion is more likely to be A+J=T than T+J=T at this point.) How his Targaryen ancestry plays out is up in the air, though.
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Hmm, that's a good logical point. I didn't think of it that way. They didn't start with the arms they needed to take on a dragon and thus had limited ammo.
As for sticking around, that makes sense to me. These guys were killing slaves, unsullied, and masters alike. The only thing that seems to unite them is hatred for Dany. (Maybe some sort of historical connection to the enduring one-sided hatred between the Harpy and the Dragon of old Valyria?) So it makes sense to me that they would try to kill Dany's symbol and source of power. Imagine the change in fortunes had they succeeded.