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In the books and to some degree in the show as well there is a prophesy about the legendary figure Azor Ahai. But in the latest Game of Thrones episode (S08E03) we see Arya
killing the Night King.
However in a past question we discussed all possible candidates but nobody thought about Arya. Does she even fulfill the prophecy? If she does, how?
I can't talk about the Azor Ahai prophecy from the books as I haven't read them.
In the show, however, the prophecy, as told by Melisandre, goes like this
"The Long Night is coming. Only the prince (prince or princess, according to Missandei’s translation) that was promised can bring the dawn … I believe you have a role to play, as does another. Summon Jon Snow.”
She also claims that Prophecies are dangerous things and she has been wrong in interpreting them.
In the show, Melisandre never claims that Daenerys or Jon Snow is the "Prince That Was Promised". She only claims they have a role to play.
Back in S03, Melisandre prophecises that Arya will shut brown, green and blue eyes and repeats it today because she can now correctly interprete the vision she saw in the flames.
What's stopping Arya from being the Azor Ahai. She became Azor Ahai because she acted on the prophecy and made it true.
Like so many fundamentalists, she(Melisandre) saw a cataclysmic threat solely through the lens of her scripture, insisting it was being fulfilled chapter and verse, pointing to all the prophetic "evidence" with the myopic, connect-the-dots-sheeple fervor of a conspiracy theorist.
But prophecies and magic are a slippery business in Game of Thrones, both real and fallible, true and apocryphal. In that sense they are stories, and all stories are true in one sense or another—but what they tell us about our future depends not on what they say so much as what we decide that they mean.
Stannis was not Azor Ahai, after all, and the show remains agnostic on whether Arya's shanking of the Night King makes her the Princess Who Was Promised or just a kick-ass girl with a cool dagger at the right time. Sure, we can go back through the legend and find ways to connect Arya to passages about smoke and salt and blood—and sure, Valyrian steel was forged by dragonfire according to some accounts, so in that sense she was wielding a fiery blade. But if we can squint and make enough of the piece fit, does that mean a prophecy has been fulfilled or just that we've skillfully reimagined the outcome to line up with the story we expected to hear?
That's the thing about stories, the ones we tell both about ourselves and the world we live in; they're only useful insofar as they get us where we need to go, when they serve us and not the other way around.
It's not that we should inherently dismiss magic and prophecies, because at the very least they drive the characters to react, and more over, it seems that it is more about a lack of being able to well interpret things, then the idea that prophecies/visions/beliefs are always wrong.
But the real issue is that everything from The Age of Heroes is told in riddles and fables and whose era is relatively unknown in terms of what the truth about the exact nature of their reality really was. It's why book fans have SO MANY theories about who legendary figures are, including TV and book viewers alike also have about the former identity of Night King and/or if some of these figures from this era are one in the same or completely different (Azor Ahai, The Prince or Princess that was Promised, The Last Hero, Nissa Nissa, etc), let alone the idea that there could be reincarnates of these people...
"There is only one god, and His name is Death. And there is only one thing we say to Death: 'not today'." -Syrio Forel
In addition Arya's whole story is about "facing death" by becoming a Faceless Man (a master of death), who allegedly serves Many-Faced God; the God of Death.
"I know death, it's got many faces. I look forward to seeing this one." -Arya
The White Walkers and the Knight King are often thought of as Death too, perhaps even a manifestation of The Great Other, R'hllor's antithesis.
Samwell Tarly: Why? What does he want?
Bran Stark: An endless night. He wants to erase this world, and I am its memory.
Samwell Tarly: That's what death is, isn't it? Forgetting, being forgotten. If we forget where we've been and what we've done, we're not men anymore, just animals. [to Bran] Your memories don't come from books. Your stories aren't just stories. If I wanted to erase the world of Men, I'd start with you.
So If Death has many faces and the souls of faces are all we have to offer Death, then one could argue that Arya is someone who is using death to fight death and that "Catspaw" creates a strong threw line for this conclusion, whether we are talking about the set up with the dagger in the Citadel book pages, Catspaw being a metaphor for the revenge and justice of Catelyn Stark by saving the Stark house from extinction ('Cat's Paw' = an extension of Cat aka her daughter), or even that from season one on she was destined for this moment (Syrio Forel basically told her that she needs to be quicker than a cat to catch a cat). After all Melisandre once again quoted from the dead something meaningful to a person (Arya) who needed to hear it, "What do we say to death? Not today."
However, as deflated as the episode makes the history and mythology seem
by sidelining Jon and Dany, not taking in a very high casualty count of main heavy-weight characters and their beloved pets, and seemingly killing the Night King so soon without revealing anything more about his former identity or the secret history of Westoros or not letting Cersei also have to face the same consequences,
the truth is we don't yet know if it is truly the end of him.
For most of the episode Bran had been "traveling", whose to say at some point
The Night King and Bran didn't switch out bodies and Bran's thank you Theon was really a ruse of The Knight King?
It certainly seems natural that opposing the Night King would be something a new Azor Ahai would be into, but it's all guesswork as to whether or not that would be his or her specific, ordained purpose.
She seems to fit the stated criteria of the prophecy poorly:
Any and all of those can be corrected with more expansive interpretations of the prophecy, but twisting the prophecy to fit events is not the same as events fitting the prophecy.
After the most recent episode, Arya qualifies well enough-- she did a momentous and consequential thing, upon which the fate of all in Westeros (at least!) depended, and that thing seems to be up R'hllor's alley. And, through Melisandre's interactions with Arya, R'hllor was at least tangentially involved in making that happen. Unless a more obvious candidate comes up soon, that would probably be enough for followers of R'hllor to decide that Arya really was Azor Ahai (or the PWWP), and any details from the prophecy that don't fit will be classified as those read wrongly by people.
But one of the recurring themes in GoT is that prophecies aren't worth a whole lot. There are some that pay off, really specifically and very accurately:
Cersei's fortune from Maggie, for instance. The predictions about her and Robert's children (non-overlapping!) seem very accurate, at least on Cersei's side. We can't really evaluate Robert's.
But others wither away to nothing:
The prophecy that Drogo and Daenerys' child would be the Stallion That Mounts the World, leading to an era of Dothraki ascendancy.
Some prophecies are inherently unreliable, and pretty vague in detail:
Mirri Maz Duur makes some claims about Daenerys being betrayed three times, for specific reasons. This leads to lots of guessing about which events might qualify, but Mirri may not wish Daenerys well at all, and may not have been interested in providing her with accurate information. And a powerful noble in Westeros is likely to be betrayed plenty of times, making the claim a safe cold-reading bet.
And that's to say nothing of the fact that prophecies are perceived and interpreted by people, who could very well be wrong about what they mean:
Melisandre and Stannis both read futures in the flames regarding the siege of Winterfell while it's held by the Boltons. Things don't work out as they expected.
So, with those in mind, I'll posit that the existence of a prophecy regarding Azor Ahai is basically irrelevant to events-- prophecies are common and don't have much currency.
Even to the extent that we disregard that, it's not totally clear exactly what Azor Ahai did the first time around (in a broad sense; we know how he made his sword, but to what purpose is less clear), nor is it totally clear what his new incarnation would be intended to do. We also don't know very much about what the Prince Who Was Promised is to do, in the event that this is a different personality from Azor Ahai.
tl;dr: Assuming that a GoT prophecy is accurate gives that prophecy way too much credit. Had Arya not done what she did in the most recent episode, there wouldn't even be a question that she might fit (see the thread linked in the question), despite that event not even being referred to in the Azor Ahai prophecy.
The evidence that Arya is Azor Ahai reborn is weak, weaker for her than several other characters even now, and the idea that someone must be Azor Ahai reborn already takes us beyond evidence anyhow.
With Melisandre's focus on royal blood, I would say that the "Prince That Was Promised" will be Arya and Gendry's future son.
We don't know Gendry's mother but we know Gendry himself has been approached by Melisandre. With all the male heirs of Winterfell out of the picture, this potential offspring would be the only character with a "claim" on both the north and the Iron Throne.
A major theme of ASOIF (the books) is the unreliability of narrative. This is post-modern element of the books, and even extends to differing accounts in the books vs. the television series. The show does touch on this theme, though less extensively.
Most likely, the prophecy has been obscured and clouded over the centuries. As others have noted, prophecy is subject to mis-translation and misinterpretation.
The idea being that the true meaning is only revealed when the prophecy is fulfilled, which forestalls attempts to escape destiny, with Oedipus Rex as perhaps the most famous example.
Oedipus believe himself the child Polybus & Merope, rulers of Corinth. This leads Oedipus to kill a random stranger on the road, later revealed to be his biological father, and marry a woman, later revealed to be his mother.
