On Casterly Rock, and the Iron Fleet: I actually don't know why I hadn't thought of this before, but quite frankly, Euron doesn't need to have teleported - or even simply rowed or sailed - almost anywhere at all. From the beginning, it was made absolutely clear that Euron's naval forces severely out-classed that of Danaerys' alliance in every way. As such, with Danaerys' ships having been split into three separate armadas in three separate locations, each one of those separate naval battles could have been easily won with just a fraction of Euron's forces. We don't even have any reason to believe that Euron himself was present under Casterly Rock at all. Simply having his Ironborn spread thin along the coast, patrolling and raiding how they usually do, would ultimately lead to the same results wherever Danaerys' sails were spotted. If anything, the surprising thing is that she's still willing to risk sending ships anywhere at all - though I suppose it's alright if she's sailing along with them, using the dragon(s) for protection, as in Ep4.
On Highgarden: Something else everyone's been overlooking - the Tyrell bannermen. Cersei made a pretty compelling argument to the Lords of the Reach before, to the point where even the implacable Lord Tarly could be convinced to switch sides and fight for Cersei. While it's not explicitly stated that anyone else declared for the Crown as well, it's still pretty well implied that many or most of them did. The Tyrells got curbstomped not because the Lannister armies, after battling the North and the Trident and then sending off an indeterminate number of forces to the Twins, remained so overwhelmingly strong and numerous, but because the overwhelming majority of the Tyrell's forces were provided by their bannermen, and their bannermen were against them.
All they had left were (more or less) their personal levies, which indeed were every bit as unaccomplished in battle as the Lady implied. Their army's training, command, and equipment were all overseen by Mace Tyrell - a lazy, gluttonous, and thoroughly incompetent buffoon. (Lady Olenna, RIP, was pretty top-tier when it came to matters of intrigue and diplomacy, but wasn't particularly remarkable in terms of military expertise.) The other side's forces were mostly formed, trained, and outfitted by Tywin "What Castamere?" Lannister and Randyll "Only Guy Ever to Defeat Robert Baratheon on the Battlefield" ("Including Beloved Genius-Savant Rhaegar Targaryen") Tarly. Not to mention that the Lannister forces are largely full of recent veterans by now, whereas the Tyrells have done very little fighting apart from their overwhelmingly one-sided part in the battle of the Blackwater.
Now, you may be thinking: "What!? Cersei's the fucking worst! How could anyone legitimately be convinced to join her, after all the major fuck-ups and intentional atrocities she's pulled, without even needing to be bribed or anything, just because plot reasons? Even if at least one of her children really was Robert's, so she could potentially inherit the Iron Throne from said child(ren), she's just so much of a straight-up worse ruler than Danaerys, who's an extremely moral soul and person of deep integrity by comparison and hasn't obviously assassinated any Popes, husbands, or in-laws whatsoever!"
You'd be wrong, though, because they don't know Danaerys at all. All they've heard of her is the big stuff; some heard that the Mad King's daughter married a powerful Dothraki chieftan. Some heard that the Dothraki chieftan's horde started reaving and raping under his command, before more or less disappearing into the desert. Many heard that the Mad King's daughter showed up in Qarth with some Dothraki and three baby dragons after the red comet appeared, asking for ships to go conquer Westeros with.
Most would have likely known that (in the show) the ruling councilmen in Qarth were all murdered soon after, including the man whose guest she was staying as and whose riches she stole and fled with. (They would not have heard the details; there are no ravens flying between Essos and Westeros, and few Westerosi spies active in the area that aren't being run by Illyrio and Varys.) Most would've known that the self-declared Dragon Queen went straight to Astapor and bought a legion of slave-soldiers there, before reaving the entire city in lieu of payment, butchering thousands and inciting a civil war that would see most of its inhabitants slain or starving within months after her departure.
They probably know the Mad King's daughter went to Yunkai, and was offered a large sum of gold to pass by peacefully - which she promptly stole, and then attacked the city anyway, after being joined by a treacherous band of cutthroat mercenaries. They know she then decided she was also the Queen of Meereen, and attacked that city next, butchering its ruling classes and generally continuing to sow fire and blood everywhere she goes. All the cities she'd attacked in the meantime tried to band together and join forces to get rid of her - much as the Lords of Westeros joined forces to overthrow her murderous-SOB father all those years ago, some could say. So she set her dragons on them, ruthlessly burning them by the hundreds in so horrific a display of violence that, apparently, (as far as anyone there could tell), all the rest of the Dothraki in the world were impressed enough to declare her their new leader.
Some rumors say she's actually (sometimes) pretty reasonable and just? So what? Danaerys has what looks very much like a proven track record of simply burning or otherwise destroying whatever she decides she doesn't like. Freeing slaves? Please. Obviously she doesn't like other people having slaves, much as she also enjoys traipsing around with an entire personal army of them. They're supposed to put their lives, their family's lives, and the lives of all the people in their lands on the line - trying to join forces a woman who, besides having a rich and well-documented history of breaking faith in negotiations whenever it suits her, has so dishonorable a reputation that besides the old Tyrell widow, the only allies she has left are a bunch of slaves, sellswords, murderous savages, thieving Iron Islanders, and backstabbing Dornish poisoners - on the word of some rumor?
It's not, as a kinslaying dwarf once said, a reasonable thing to ask.
On the Baggage Train Battle:
It was kinda nice to see the concept of an infantry formation - something we've been missing from the Unsullied battles every time - come into play again, albeit super briefly. For a couple of seconds there, on the first charge, we got something of a look at what makes heavy infantry a good answer to light cavalry; without an exposed flank to hit, speedy and responsive light-cav forces have a hard time breaking through a shieldwall compared to heavy cav, are are a great deal more susceptible to getting felled by arrows/spears/blades in the meantime.
Unfortunately, cinema soon decided that, as usual, Armor Is Useless in movie battles. Determined to prove that Ser Jorah's 1v1 with one of Drogo's bloodriders was a mere statistical outlier after all, Danaerys' Dothraki soon jump in and happily set about realizing the martial artist's dream with the 'one swing, one kill' policy, brazenly ignoring the steel-forged plates and helms of their enemy and felling Westerosi left and right as though reaping the harvest with a rather plus-sized sort of sickle. Pretty sure we even saw saw an arrow go through a tower shield and kill the guy behind it at one point, something like a minute into the battle or so. (Some joke about wasting Hanzo ult.) (Like "I'd probably call it a waste of an ult, but tbf, it was a Hanzo ult. Just be glad that it actually managed to kill someone this time around.")
This is kind of a shame, because while the outcome really wouldn't have been changed either way, (even if the front of the train was able to hold out for reinforcements from the rear, as Tarly said they wouldn't be), having the Dothraki struggle to achieve much of anything by charging directly at the shieldwall, like the lancers they very much aren't, would have let them showcase two things really well: A) The massive edge the horde has in mobility and maneuvering, as they move to encircle and flank the Lannister troops, which are spread out over too much distance to both maintain a cohesive unit and also reform to defend the rear, and
B) The absolutely game-changing nature of having a goddamn dragon on your team, cutting wide chunks out of formations that bows and sabers aren't made to take on directly.
The first of those two would be kinda nice, but it's the second of them I really would've loved to see more of. With the way it went down in Ep4, it was still pretty cool, but there's nothing we see being fundamentally different about having a dragon in the battle besides the sheer firepower it brings to one side - no change in tactics on either side of the battle, apart from Dany's side (not-unreasonably) deciding that the power discrepancy was great enough for them to not even have to bother with extra bonuses like "tactics;" just having everybody charge at the enemy would do. The breaches their dragonfire made in the Lannister forces' formation didn't allow them to break through the shieldwall, scatter the spearmen and archers, and begin slaughtering everybody. Here, they already were breaking through the shieldwall and slaughtering everybody - the dragon was just an extra-big helping of the exact same thing happening.
Nor did Dany seem to have to think at all about where she was firing - and this point, on a bit of a minor 'this-is-a-fuckup' sort of tick, goes beyond even just thinking about what would be the most advantageous point for her to strike at any given time. (BTW: Not the peaceful, non-lethal wagons full of grain that her people could really use when the battle's over). Even Dothraki horses should be incredibly opposed to running straight into massive, ten-foot tall raging bonfires, however awesome the visual is when they come out the other side.
Seems pretty nit-picky, I know, but I'm not saying some shots of mounted raiders charging out of the flames doesn't merit some suspension of disbelief. I'm just pointing out the lack of any examples, throughout the entire battle scene, where it seems like any real thought or judgement is put into how and where that dragonfire is deployed. Hell, she even fires it into the middle of a Dothraki charge at one point.
Anyway, there's a lot more liberal application of Rule of Cool in this season than I'd quite like to see in GoT. Not that I don't like Rule of Cool - I do; but it was never something that made this show stand out from the crowd.