Drogon brought Daenerys' body to Volantis.
Kinvara - the highest Red Priestess, found the dragon and his mom lying in the center of the city. The people were horrified because the giant dragon was snarling. Two other priestess came with Kinvara and they were holding Dany's body to the Red Temple. They put the dead body on a wooden table and then Kinvara found herself alone with Daenerys in the room. She poured water in a pot to wash the body. After undressing her she noticed a wound where her heart was placed and thought who would've done that. But she noticed other thing too. Daenerys' belly was bigger than normal woman's. If she was pregnant there was a hope for her baby if she woke up.