If Davos doesn’t convince the Iron Bank to support Stannis, Stannis doesn’t Stop Mance. That means a 100k man army makes it south of the wall with a great leader, and never into the night Kings army. Jon snow dies at the wall. Mance with his giants and massive army crush Ramsay if he attack the wildlings.
Dang arrives in Westeros and conquers it all without going north. No one goes north of the wall to fetch a wight because no one knows the night king exists and he has no army. No dragon is killed and the night king never has a way to march south. Everyone lives happily ever after with a non crazy Dany on the throne.
This is all Davos’ fault.