Not sure about Melisandre. She was pretty awesome and made the episode look a lot more spectacular, but the Dothraki were cannon fodder even with burning swords (visually stunning cannon fodder, but still) and the lighting up the moat bought them a couple of minutes at best. Okay, she did give Arya the idea to kill the NK but again, that was more for the audience - Arya is hardly so dumb that she couldn't figure out to maybe try and kill the enemy they've lured into a trap?
So for me, Mel is still on the MVPs, but more because she had scenes, less because of her actual impact. Other MVPs: Theon, last man standing in the courtyard, succumbing only to the NK himself after a last heroic charge. And Arya, of course - other than her killing the NK, she also had that great Resident Evil style trip through the crypts, which was a great scene and also gave us a slight breather. Game of Thrones, where sneaking through your undead ancestors counts as breather.
I don't see it. Could he betray her? I guess. But for Cersei? Why? What could he possibly gain that would lead him to do that? Most likely, those signs are simply to show (inner) conflict that has to be resolved, not foreshadow a huge plot twist.