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And this… well, this looks like the Hound behind Melisandre, of all people. I have no real clue as to what this is. I can’t imagine that they’ve basically edited her into this shot. If I had a guess…. they may, for some reason, be making some connection between Thoros and Melisandre and that this is a sort of magical communication. But why? No idea.
Alternatively, it’s not the Hound at all.