Is it possible to make Gerion Lannister come back ?
I know Robb can find Arya at Harrenhall, but does a event for bringing back Gerion, maybe with Brightroar, exist ?
I don't think so. I just did a search for Gerion and Brightroar in the events directory and I didn't turn up anything that wasn't just generic Valyrian steel events. Gerion is a character with an ambiguous future in canon, so I don't think it's wise to pre-empt his possible re-appearance. He could be sitting in some ruins in Valyria swinging Brightroar around and waiting for Daenerys to pick him up, or he could be lying dead in a ditch in Sothoryos after a slave mutiny gone bad. It's too hard to call.