You would think that *someone* would have trained the Unsullied to drop those goddamn spears and pull out swords when not in formation, especially after the debacle earlier. Good grief.
I don't think Davos makes it back to Stannis' army; I think this is where he will get sidetracked into what he ends up doing in the books, looking for Rickon. He definitely knew what was going to happen though; Davos knew Shireen was going into the fire when Stannis told him to head back to Castle Black - he was trying to get Stannis to let him take Shireen with him. Stannis essentially saved him from having to watch, but Davos let it happen; I think Stannis knew that he would never be able to burn Shireen without losing Davos in some way or having Davos talk him out of it, so he gave Davos an out; Davos saw the out for what it was and took it anyway.
*and Iannis, they probably took the spears from the dead Unsullied, heh. Plenty of them lying around!