I agree that the goundwork must be laid for Aegon's return to be plausible.
Who would have known what was going on in the Red Keep from the time that Robert Baratheon started winning the war until Tywin Lannister sacked King's Landing?
Varys. If anyone knows or has a solid guess, it's the Spider. If the only way of of the Red Keep and KL was through secret passages, then Elia had to go through Varys.
Jaime. Aerys did not let Jaime hardly out of his sight. Smuggling Aegon out of KL would have been against Aerys' wishes and Jaime has never remembered or dreamed of Aegon, so I don't think Jaime knows.
Pycelle. He convinced Aerys to open his gates to Tywin, so I don't think he'd be in on a plot to allow Aerys' heir to escape. Still, he's fairly well connected.
Barristan. Barristan went with Rhaegar to the Trident. Since Rhaella and Viserys had already left for Dragonstone without Elia and her children, I'd assume switching Aegon came after Barristan left. The only way is if Rhaegar told Elia what to do with Aegon and then told Barristan as some insurance. But if that was true, then I think Barristan would have gone to Aegon instead of Dany or would soon be leading her to him.
Ashara. As a young noble woman of Dorne, Ashara served as one of Elia's lady's in waiting. If Elia feared for Aegon, then giving him to Ashara to take back to Dorne seems to make sense. But Ashara's apparent death leves Aegon's trail cold.
Jon Connington. Jon was best friends with Rhaegar. When Rhaegar disappeared, presumably with Lyanna, Aerys selected Jon to be his Hand and deal with Robert. Jon lost the Battle of the Bells and Aerys banished him. If Ashara and Elia were close and Jon and Rhaegar were close, then Jon might be the one person that Ashara could trust with Aegon's life.
Quaithe, the Shadowbinder, seems to be originally from Westeros. Her face is always hidden. Black, red, brown and blonde hair and black, brown, blue and green eyes are common from Dorne to the Wall. But purple eyes and silver hair, the trademarks of Valyrian blood, are rare. The three houses that I remember having Valyrian blood are the Targaryens, the Velaryons, and the Daynes. There is a theory that Quaithe is actually Ashara... she's looking out for Dany and Aegon.
I know this is a lot of conjecture and usubstantiated speculation. But what if the groundwork is there? What if we are just not making the connections?
Most people dismiss rumor.
In Westeros, Lord Tywin and Queen Cersei refused to listen to Varys' talk of dragons in Qarth. While Alleras and Mollander, two apprentices of Oldtown, seem to be piecing together that a Targaryen return is in the works.
Just like Tywin, I don't wanna be caught with my pants down when the truth emerges, especially if it was foreseeable.