[Why is Daeron the Good credited with bringing Dorne into the realm, if surely it was a predecessor who arranged the marriage of his sister?]
Daeron II was much older than his sister Daenerys. He was already married and father to a son of his own (Baelor Breakspear) before she was born. That marriage was brokered by King Baelor the Blessed, who also officated at the ceremony. It was part of the peace with Dorne, following the conquest of Daeron I. The wedding of Daenerys and the Dornish prince came much later, and was part of the treaty that brought Dorne into the realm.
[Did Daena complaining about how she might have been Queen if it weren't for the Dance of the Dragons determining that a Targaryen queen would never rule in her own right lead to Daemon Blackfyre's rebellion?]
Certainly possible, but it was Aegon's very public gift of Blackfyre to his bastard son that first started widespread talk that perhaps he should be king.
[Isn't it odd that no Great House has been destroyed in the course of the wars and rebellions since the Conquest?]
Well, the series isn't over.
[Why didn't Baelor the Blessed, the septon-king, rearm the Faith?]
Baelor the Blessed wasn't interested in arming anyone. He would have preferred to disarm the entire world. He was a man of peace, and his favorite weapon was a prayer.
[Was Daeron I gay?]
No, Daeron I was not gay. He was married, but died without issue.
[Will the next Dunk & Egg story feature their trip to the Wall?]
Sorry, but no. Though it does touch on some other subjects you've raised here. It is titled "The Mystery Knight."