It’s tempting to go looking for parallels, I know, but it’s easy to get led astray – the Ironborn are pre-capitalist, so you’re not going to have neoliberal economics there; likewise, their attitude to foreign relations is imperialistic in a way that neoconservatism isn’t quite, and there’s certainly no anti-statism/ibertarianism there because the state doesn’t really exist. And so on.
To me, it’s more that both the Ironborn and modern conservatism share a common element of DNA – cultural revanchism. Victarion, Aeron, Euron (in so far as it’s in his campaign speeches) are all deeply anti-modernists who want to go back to a golden age which was taken from them in a stab-in-the-back from modernizing reformers.
Likewise, there’s a huge strain of cultural revanchism in American conservatism. The southern part of that goes all the way back to the Civil War, but there’s also a northern conservative part of it (the whole “constitution in exile” thing) that goes back to the New Deal if not to Teddy Roosevelt, and a family values part of it that got going in the 1960s (highly recommend David O. Self’s All in the Family) as backlash against the rights movements and cultural liberalization writ large.