“I kept saying, ‘She wouldn’t, she wouldn’t, that she would keep fighting,’” Headey said in an interview with Entertainment Weekly after the episode premiered on HBO. “But [showrunners David Benioff and Dan Weiss] obviously know what they’re doing and were adamant Cersei would do what she had to do.”

Despite her disappointment that he hasn’t brought back any elephants, we later see Cersei drinking a glass of wine after sleeping with Euron, looking uncharacteristically upset. Euron then presses his Queen with questions about her former sex life, asking how he compares with her brother Jaime Lannister (who she has always been in love with), unafraid of her reaction. This leaves Cersei looking vulnerable, which is her worst nightmare. To rub salt in the wound, Euron tells her that he’s going to put a prince in her belly, unaware that she is already pregnant with Jaime’s baby.

Game of Thrones season 8: why Lena Headey disagreed with this important Cersei Lannister scene