In S08E05 of Game of Thrones Sandor Clegane convinces Arya to leave the Red Keep and go home. There is a scene towards the end of the episode, right after Arya escapes the falling bell tower and ends up helping the woman and her child to escape, when Daenerys comes from the background towards them (woman, child, and Arya).
The dragon breathes fire on them, burning everyone - but later we see Arya stand from the ashes, un-burnt, even though she was clearly covered in fire. She proceeds to the white horse, which she rides out of King's Landing.
Why was she not burnt?
Does this have something to do with her killing the Night King?
For evidence that she was hit by the fire: Just look at this. She has clearly been covered in flames.