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From: http://www.youtube.com/watch?v=pE12H1HorUUA castle set, with what
Thanks to ezeqiel09, in fact this is a Harrenhal scene. And the “Lannister guard” is, in fact, Ser Gregor Clegane—it’s a Clegane cloak mixed with a Lannister red cloak that he’s wearing here, not Joffrey’s stag-and-lion. The role was recast as Conan Stevens has gone on to film in The Hobbit and Spartacus: Blood and Sand, and is now played by Ian Whyte.