In A Dance With Dragons Chapter 50, Daenerys says this to Quentyn Martell:
It was said that even Aegon the Conquerer never dared mount Vhagar or Meraxes, nor did his sisters mount Balerion the Black Dread. Dragons live longer than men, some for hundreds of years, so Balerion had other riders after Aegon died... but no rider ever flew two dragons
From The Rogue Prince:
In 116 AC, in the Free City of Pentos, Lady Laena gave birth to twin daughters, Daemon Targaryen’s first trueborn children. The prince named the girls Baela (after his father) and Rhaena (after her mother). When they were half a year old, the girls and their mother sailed to Driftmark, whilst Daemon flew ahead with both dragons.
The two dragons in question are Vhagar and Caraxes.
How did Daemon do that?
The explanations that I have been able to give to myself are:
- Daenerys doesn't know much about Dragonlore. She may have been wrong that a rider can't fly two dragons.
- It can be argued that Daemon did not actually ride Vhagar during his travel from Pentos to Driftmark. He merely herded Vhagar to Driftmark with help of Caraxes. Of course he didn't fly both of them as I can't see him flying with one leg on Caraxes and the other on Vhagar. Yet he showed some sort of control over Vhagar which I don't really understand. The control must be there because otherwise Vhagar could have found a lair in Essos somewhere or flown to some other continent instead and Daemon would have had no way to prevent that.
- Since Dragons and Dragonriders share a bond and often know of each others' feelings (E.g. the dragons of Blacks and Greens snapping at each other prior to Dance of the Dragons or the attack by Tessarion on Vermithor even after death of her rider) and intentions/being in distress (E.g. Queen Helaena's dragon Dreamfyre breaking her chains when the Queen threw herself off the ramparts of the Red Keep), It may have been that Lady Laena Velaryon was able to communicate after a fashion to Vhagar that she had to fly to Driftmark.
- Targaryen Dragons seem to have an instinct to fly to Dragonstone when they are without their riders e.g. Like Sunfyre did without Aegon II (Although It may be because Aegon II was on Dragonstone and Sunfyre somehow sensed his presence. This is supported by act of Silverwing who made her lair in The Reach after death of her rider in Dance of the Dragons). Dragonstone is adjacent to Driftmark.
Dragons do not follow flock like structures in their lives and prefer to live alone like the Wild Dragons of Dragonstone so it is unlikely that Vhagar followed Caraxes because of some flock-instinct. Neither was Caraxes big enough nor strong enough to make Vhagar follow him, assuming role of some sort of Alpha-dragon. So Controlling factor has to be either Daemon or Leana (Somehow?).
I know the books cover to cover so I am certain there is nothing there explaining this. What I am specifically looking for is some Citadel entry or something in this regard.