Steffon Baratheon's Mission to Volantis (Spoilers Extended)

In AC, Aerys II sent Steffon Baratheon (Robert/Renly/Stannis' father) on a mission to the free cities.

Lord Steffon of cherished memory had found him in Volantis, across the narrow sea. The king—the old king, Aerys II Targaryen, who had not been quite so mad in those days—had sent his lordship to seek a bride for Prince Rhaegar, who had no sisters to wed.

...

The storm came up suddenly, howling, and Shipbreaker Bay proved the truth of its name. The lord's two-masted galley Windproud broke up within sight of his castle. From its parapets his two eldest sons had watched as their father's ship was smashed against the rocks and swallowed by the waters. A hundred oarsmen and sailors went down with Lord Steffon Baratheon and his lady wife, and for days thereafter every tide left a fresh crop of swollen corpses on the strand below Storm's End. -ACOK, Prologue

Background:

In the years leading up to this mission (278 AC) we have:

• Doran Martell stopping there on his way to Norvos (early/mid 260's AC)
• Oberyn Martell fathering Nymeria Sand on a Volantene noble (274 or 275 AC)
• Volantis is ruled by a triarch (normally two elephants and one tiger)

A couple thoughts I had:

Loss of Wealth

The trip would have likely had made Steffon (and possibly Aerys as well) richer than they already are:

We need to find a ship from Westeros," suggested Gerris, "some trader out of Lannisport or Oldtown."

"Few come this far, and those who do fill their holds with silk and spice from the Jade Sea, then bend their oars for home." -ADWD, The Merchant's Man

The Mission to Find a Bride

Aerys sent Steffon instead of Rhaegar/Tywin because he thought they were plotting against him:

Determined to prevent that from happening, King Aerys turned to another friend of his childhood, summoning Steffon Baratheon from Storm's End and naming him to the small council. In 278 AC, the king sent Lord Steffon across the narrow sea on a mission to Old Volantis, to seek a suitable bride for Prince Rhaegar, "a maid of noble birth from an old Valyrian bloodline." That His Grace entrusted this task to the Lord of Storm's End rather than his Hand, or Rhaegar himself, speaks volumes. The rumors were rife that Aerys meant to make Lord Steffon his new Hand upon the successful completion of this mission, that Tywin Lannister was about to be removed from office, arrested, and tried for high treason. And there was many a lord who took delight in that prospect. -TWJOIAF, The Targaryen Kings: Aerys II

and Steffon somehow failed to find a bride.

So while its entirely possible that Steffon failed on purpose, it seems weird to me that there would be no:

maid of noble birth from an old Valyrian bloodline

when we know this:

Only those who can trace their ancestry back to Old Valyria are allowed to dwell within the Black Walls; no slave, freedman, or foreigner is permitted to set foot within without the express invitation of a scion of the Old Blood. -TWOIAF, The Free Cities: Volantis

Valyria is controlled by families that are able to trace their lineage back to Old Valyria and are known as the "Old Blood".

I can see why Steffon might fail in say cities like Tyrosh and Lys (which seem to havens for the Black Dragon), especially since he might hold a grudge:

In 260 AC, his lordship landed Targaryen armies upon three of the Stepstones, and the War of the Ninepenny Kings turned bloody. Battle raged across the islands and the channels between for most of that year. Maester Eon's Account of the War of the Ninepenny Kings, one of the finest works of its kind, is a splendid source for the details of the fighting, with its many battles on land and sea and notable feats of arms. Lord Ormund Baratheon, the Westerosi commander, was amongst the first to perish. Cut down by the hand of Maelys the Monstrous, he died in the arms of his son and heir, Steffon Baratheon. -TWOIAF, The Targaryen Kings: Jaehaerys II

That said there are no concrete ties to House Blackfyre from Volantis that I am aware of (outside of them heading there after breaking their contract with Myr during the main series).

But the point of the matter is that it is surprising that there were no brides available for the future king of westeros in Volantis.

That said the alternative could be that they didn't find any they found suitable for Rhaegar. Some possibilities could be:

When he raised his head to look at her, his dark eyes were clouded with pain. Is that the gout? Arianne wondered. Or is it me? "A strange and subtle folk, the Volantenes," he muttered, as he put the elephant aside. "I saw Volantis once, on my way to Norvos, where I first met Mellario. The bells were ringing, and the bears danced down the steps. Areo will recall the day." -AFFC, The Princess in the Tower

and:

Quentyn would have preferred to walk, but they were miles from their inn. Besides, the innkeep at the Merchant's House had warned him that traveling afoot would taint them in the eyes of foreign captains and the native-born Volantenes alike. Persons of quality traveled by palanquin, or in the back of a hathay … and as it happened the innkeep had a cousin who owned several such contrivances and would be pleased to serve them in this matter. -ADWD, The Merchant's Man

Patchface

The undead jester's prophecies are talked about a lot so I won't do that here. I just wanted to mention that it is interesting that character who seems to be from near one of the "sources" of water magic in the series (The Rhoyne) somehow was involved in massive storm that occurs right off of Storm's End (note the creation of Storm's End) and is the only survivor.

If interested: The Shadows Come to Dance my Lord

Outside of that I also wanted to mention Stannis' relationship with Patchface:

We have bought his freedom and hope to bring him home with us. Robert will be delighted with him, and perhaps in time he will even teach Stannis how to laugh."

It saddened Cressen to remember that letter. No one had ever taught Stannis how to laugh, least of all the boy Patchface. -ACOK, Prologue

I can see a sullen teen Stannis just hating Patchface. Especially since he is a reminder of his parents' death and his disbelief in the gods:

Stannis stood abruptly. "R'hllor. Why is that so hard? They will not love me, you say? When have they ever loved me? How can I lose something I have never owned?" He moved to the south window to gaze out at the moonlit sea. "I stopped believing in gods the day I saw the Windproud break up across the bay. Any gods so monstrous as to drown my mother and father would never have my worship, I vowed. In King's Landing, the High Septon would prattle at me of how all justice and goodness flowed from the Seven, but all I ever saw of either was made by men." -ACOK, Davos I

Im surprised Stannis didn't want him dead like Ser Harbert (maybe he did and Cressen just prevented it):

"The wretch is mad, and in pain, and no use to anyone, least of all himself," declared old Ser Harbert, the castellan of Storm's End in those years. "The kindest thing you could do for that one is fill his cup with the milk of the poppy. A painless sleep, and there's an end to it. He'd bless you if he had the wit for it." But Cressen had refused, and in the end he had won. Whether Patchface had gotten any joy of that victory he could not say, not even today, so many years later. -ACOK, Prologue

Aerys' Madness

While the Defiance of Duskendale seems to have truly brought out the madness in Aerys (it probably had some type of shadow backer), but the death of Steffon is what truly threw a fire on Aerys' relationship with Tywin:

The gods had other notions, however. Steffon Baratheon's mission ended in failure, and on his return from Volantis, his ship foundered and sank in Shipbreaker Bay, within sight of Storm's End. Lord Steffon and his wife were both drowned as their two elder sons watched from the castle walls. When word of their deaths reached King's Landing, King Aerys flew into a rage and told Grand Maester Pycelle that Tywin Lannister had somehow divined his royal intentions and arranged for Lord Baratheon's murder. "If I dismiss him as Hand, he will kill me, too," the king told the grand maester.

In the years that followed, the king's madness deepened. Though Tywin Lannister continued as Hand, Aerys no longer met with him save in the presence of all seven Kingsguard. Convinced that the smallfolk and lords were plotting against his life and fearing that even Queen Rhaella and Prince Rhaegar might be part of these plots, he reached across the narrow sea to Pentos and imported a eunuch named Varys to serve as his spymaster, reasoning that only a man without friends, family, or ties in Westeros could be relied upon for the truth. The Spider, as he soon became known to the smallfolk of his realm, used the crown's gold to create a vast web of informers. For the rest of Aerys's reign, he would crouch at the king's side, whispering in his ear. -TWOIAF, The Targaryen Kings: Aerys II

So nothing that we didn't really already know, but it does all seem a little weird when put together, especially with the outcome basically being "Varys came to King's Landing".

TLDR: Just a few interesting notes on Steffon Baratheon's mission to Volantis. The value of goods lost was astronomical, the failure to find a bride a little weird and water magic might have been involved.