Daenerys will get caught up outside during the riots and try to protect as many innocents as she comes across on the streets by shepherding other people to shelter with her, any she can grab or urge along. She'd seek out anything that looked available and defensible, door required. If successful, she would hunker down and shelter in place and keep anyone with her on guard until it blew over.

She's armed with a fierce sense of determination and something she'd be able to snatch up off the street from the riot, like maybe a broken bottle.