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I suppose though that they are now both convinced that they cant win the throne in normal worldly ways - Daenerys attempts to rule have all gone to sh*t without her dragons whether she tries to appease Meereen's tradition or crush them, and when Stannis didn't want to resort to killing Shireen then his whole forces were decimated by bloody Ramsay and a few others. Which also now makes me wonder if Melisandre was in on that or had least helped it to convince Stannis to go through with killing his daughter