Apparently they hooked her up with some closet kidnapper/rapist and she has Stockholm syndrome?
No.
Her brother married her off to a warlord in exchange for an army, but the warlord ended up killing the brother. Said warlord's army was a band of raping, pillaging horseriders.
Dragon Lady saves a healer from being raped by the warlord's men and the healer kills the warlord and makes Dragon Lady barren.
During the funeral, Dragon Lady walks into the pyre with a group of dragon eggs but instead of dying, the flames don't touch her and the eggs hatch. She then takes control of the warlord's army and heads west to claim her throne.
She thinks of the warlord fondly, but he's been dead for... three books now? She's busy conquering cities, being a queen, and taking care of three very large, very hungry dragons.
Dragon Lady is 14 when she marries the warlord so their sexual relations qualify as statutory rape. This is because GRRM has his characters kill their first man at 10 and be hardened killers by 14. In the TV series, they've made all the kid characters older.