The scene in which Cheese asks Daemon what they should do if they cant find Aemond shows Daemon smirking, but cuts away before he answers. Later, when they are in Helaena's room, Blood says "a son for a son, he said", so this was obviously said off-camera. They were acting on Daemon's orders when they chose to kill any prince. In the book, the target was a son of Aegon, it was never Aemond. Since Aegon is Rhaenyra's rival claimant, not Alicent, the "son for a son" meant killing one of his sons (there were 2 in the book)
The Blood & Cheese scene is much more horrific in the book. In case you don't wanna know, stop reading here :)
SPOILERS
Aegon and Helaena have 3 children in the book ,the twins that we see in the show, Jaeherys and Jaehera (6 years old) and another boy, Maelor (2 years old). Blood & Cheese go through secret tunnels to The Tower of the Hand, because it's not as well guarded as Maegor's Holdfast, where the king and queen reside. In the Tower of the Hand, they go directly to Alicent's room, they bind and gag her and strangle her handmaiden. Then they wait, because they knew that Helaena would come every eevning with the children to say good night to Alicent.
When Helaena arrives, Blood & Cheese kill her guard and take her boys. They tell her they're debt collectors and they only want a son and they ask her to choose which one to be killed. Helaena pleads with them, offers herself, but they say she's a wife, not a son. Then Cheese tells her to choose faster, otherwise Blood will get bored and rape Jaehaera and they will kill all the children. So Helaena chooses Maelor (the maester assumes she might have thought that Maelor, being only 2 years old, won't realize what's happening or that she saved Jaeherys, because he's the heir). Cheese tells Maelor "you hear that, little boy? Your momma wants you dead." and Blood decapitates Jaeherys, after which they leave. Helaena was left traumatized after this, she couldn't look Maelor in the eye anymore, knowing she had named him to die.