I believe in the end one of the two female dragons will die.
My theory ... the Dragon horn will only control one dragon. The other two dragons will be forced to kill it, leaving on one female and one male for John and Daneries to ride.
I’d have go back and read the books but the series has not exactly followed them to the letter. Who knows what will happen to the dragons given the whims of HBO? There was not all the same sex goings on in any of the books. Look what they did to Renley, to Loras and even to Littlefinger.