Oh, no he definitely wasn't referring to the character that is not even close to being put into play yet. I imagine that'd be next season at the earliest.
Jonty, the new couple are Oberyn Martell of Dorne and his paramour Ellaria Sand. Oberyn is the younger brother of the prince of Dorne (who could not attend the wedding). Their sister was married to a Targaryen and had a couple of children together. Those children were Daenerys' niece/nephews, and also Oberyn's.
So no, there is no actual relationship between the new guy and Dany. He believes the Lannister's are responsible for his sister's and her children's deaths.