From A Wiki of Ice and Fire
The Fawn is a ship. She was docked in Volantis while Prince Quentyn Martell and his companions were there. From Volantis the Fawn was going to sail to east, south along Valyria and thence into the sunrise. Her crew planned on taking on water in New Ghis and then intended to bend all oars to Qarth and the Jade Sea.
A Dance with Dragons
While in Volantis Quentyn and his companions seek passages on the Fawn to Meereen in order to get to Queen Daenerys Targaryen. The captain of the Fawn refuses them. He is the only captain to give reasons for refusing them passage. Speaking with the three Dornishmen over watered wine he explains that it is too much of a risk for him to take the Fawn into the middle of a war.
|“||"Every voyage has its perils, long ones more than most. Why should I seek out more danger by turning into Slaver's Bay? The Fawn is my livelihood. I will not risk her to take three mad Dornishmen into the middle of a war." ||”|