Warning: Spoilers ahead if you aren't caught up through season six, episode three.
HBO just released the latest batch of new photos for episode four, and everyone is either hanging out or looking like they want to hang. Which is good, because in the Westeros, "hanging out" basically means plotting to off the ones you hate.
So far, the first three episodes have been mostly scene-setting and throat-clearing, with the exception of Jon and Sansa (who I suspect will reunite soon, marking the first Stark unification in many moons). Rickon and Osha are in the loving hands of Ramsay Bolton. Tyrion and Varys are ready to take on the slave masters. The Lannisters are sulking in the Red Keep. According to the photos, some final pieces are coming together.
In the image above, Daenerys seemed at risk when she entered the mandatory retirement home for ex-Khaleesi, but now she's lounging next to the priestess, all friendly-like. Maybe she knows something they don't know?
Here we have Theon and Yara, the last living children of the late king of the Ironborn. Last time we saw them, Theon refused to be rescued, believing it to be another trick of Bolton's. Now Balon Greyjoy is out of the picture, and Lord Theon is back home. Will he support his sister's claim to the throne, or will he again Reek out?
Next it's actual-lover (Daario) and would-be-lover (Jorah). They could be about to mount a rescue, but it's hard to imagine how Dany would know. Instead, I think she's just happy to be out of the frying pan and wishing for (Drogon) fire. The Mother of Dragons can rescue herself.
Speaking of dragons, Shae-less Tyrion—along with Mehreenian tetrarchy Varys, Grey Worm, and Missandei—have decided that force is the only language the slave masters understand. Meanwhile, he's freed two dragons.
Lonely Littlefinger will make his first appearance this season. Remember, show creators Benioff and Weiss decided he'd marry Sansa off to the Boltons (a plan not in the books), a plan that never made any sense. Maybe this season he'll be handed some better writing?
Finally, Queen of Thorns Olenna Tyrell and off-brand Lannister, Uncle Kevan, seem to be plotting together. Olenna needs a better class of ally, since we've been given no evidence that Kevan is anything but a placeholder for a real enemy. Perhaps Highgarden's OG doyenne of boy-kingslaying can teach him a thing or two?
Episode four is called the "Book of the Stranger," a reference to the incarnation of Death in the religion of the Seven Gods. We left episode three with Jon Snow revealing that his time in the Stranger's embrace was filled with… nothing. His watch is ended, so how does he go on? Meanwhile, Arya, sight restored, has convinced Death's acolyte that she is no one, and is ready to complete her training.
Finally, as others have noted, the Hound's horse was called Stranger, and Ian McShane dropped hints earlier this year about his "bring[ing] back a much loved character who everyone thinks is dead" (not Jon Snow). Could this be the first (of admittedly many) steps to brotherly über-bout Cleganebowl? Only the airhorns know.
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