[Locke.]

She did ask to be written out but they were writing her out anyway:

Entertainment Weekly: When did you get the phone call that Margaery wasn’t making it through to next season?


Natalie Dormer: I preempted the phone call because in true Natalie Dormer-style I tried to fit a million projects into a single year. I requested [while making season 5 that showrunners David Benioff and Dan Weiss] release me from working on the show earlier than usual so I could do another project, and they ended up phoning me — and that was The Call. But I got it six months ahead of normal. They were like, “We weren’t going to tell you this for a few more months, but we’re not going to release you now, so you can’t do that job you really want to do and we’re really sorry about that. But on the bright side, we are going to release you proper in the not-so-distant future.” It was good news, bad news — no you can’t do this, but don’t worry, you’re going to have lots more opportunities very soon.