What would "freeing" Shireen have done? Stannis would've hunted them down, and even if he couldn't find them they would've perished in the winter. Gentry was grown boy capable of fleeing on his own with a several hour head start.
I think it's obvious that Davos knew what was happening (he would've had to have been aloof to not know, and Davos, hand of the king, has never been shown to be aloof), but he was powerless to do anything about it. He reasoned with Stannis up until the point he was commanded to leave, I don't see why Davos' honor is being questioned
idk i tend to think davos didnt think stannis would go so far. maybe he had a feeling, but if he knew the plan i doubt he would just meekly walk away like that.
davos probably thought "i know this bytch wants to burn shireen so i better try to get her away from here"
then when he saw stannis wouldnt let her go he was like "well he IS her dad i doubt he gonna let her be burned anyway. she'll be iight. i hope. nah yea she'll be cool."
that will all be solved tho when we see davos' reaction to finding out. if he gets super pissed and abandons stannis' cause then we will know he didnt think she would be burned
if he just sheds a little tear and continues on stannis' business, then fukk him too