a question about the hypotetical kingdom of the narrow sea ruled over by Daemon targaryen. if one wanted such a kingdom to last, wouldnt it be better to conquer tyrosh, little tyrosh and possibly lys and use one of them as the capital?

The problem there is that if you conquer those cities, you inevitably get drawn into broader balance of power wars. It’s not like Myr and Pentos and Braavos and Volantis are going to ignore the threat, and they’ll dogpile on you to prevent you from overwhelming them, the same way they did to Volantis.