If rocks have any internal moisture, they will explode if they're heated quickly. Sometimes people learn this sitting around campfires. I learned it by heating a piece of steel with an acetylene torch that was laying on a concrete floor. I don't know how plausible it would be that castle walls would have moisture trapped inside the stone, but rocks shattering or even exploding when suddenly exposed to extreme heat isn't impossible.
I really thought the ballistas being ineffective made sense as well. When they got the dragon last week it was just cruising along, having no idea that anything was happening and suddenly got caught in a hail of bolts. This time they knew exactly where they were and that after they fired they were completely vulnerable for a couple of minutes while they reload. Approach on a trajectory that will make it hard to hit a moving target, let them waste their first bolt, burn them down. They worked last week because it was a surprise attack.
Dany being a wise and benevolent queen who would easily win the throne was telegraphed the entire series so they had to expect a twist. GoT isn't a children's story where the good guy wins in the end. There are no completely good or completely evil characters, just like in real life.