In the last episode titled “Winds of Winter”, we saw Cersei Lannister anointed as the “Queen of Westeros” after she burnt the Sept of Baelor to the ground using the wildfire, killing all the Tyrells (Lord Mace Tyrell, Margery Tyrell, Loras Tyrell) except Lady Olenna who had left before the trial. Everyone was stunned to see the Tyrells being blown up, and the worst part was that Margery anticipated that something is about to go down but she couldn’t escape the inevitable due to the stubbornness of High Sparrow. Lady Olenna has joined a “fire & blood” alliance with the Martells and Daenerys Stormborn to avenge the deaths of her son, grand-son, and grand-daughter.
Natalie Dormer sat in an interview with Harper’s Bazaar and said “I’d like to think that people will be sad to see the Tyrells unjustly blown to smithereens! As an audience member, you spend so much time with these characters, you get to know them very well, and to have them so irreverently snatched from you and killed is really harsh.”
“Margaery’s been battling Cersei for the last however many years and she ends up dying on the show not because she didn’t beat Cersei, but because she trusted that someone else—the Sparrow—was handling her. She had the reins taken away from her, from being in control of the situation; the High Sparrow took the reins and it proves that he underestimated Cersei in a way that Margaery would never have. There’s a moment before Margaery and the High Sparrow die when they look at each other and Margaery realizes that Cersei has outplayed him and she’s gonna die because of that.”
She termed death as an “occupational hazard” and further added “We shot two or three days in the Sept. Jonathan Pryce (the High Sparrow) is a lot of fun; I’ve enjoyed working with him this season. I was also with Finn Jones, who plays Loras, all that time. It was very moving and fitting that Finn and I should be together for those last three days and the brother and sister should go to their fate together because you see the brother and sister relationship so beautifully over the years. They go to their deaths physically holding each other.”