Copyright © HBO/Helen Sloan
This scene would be from the journey down from Winterfell with the royal party, as we look at what must be the royal encampment at some point (probably when Lord Renly, Ser Barristan Selmy, and Ser Ilyn Payne are introduced). Sansa—Sophie Turner looks quite lovely in auburn hair—in a heavy-seeming blue gown is walking her direwolf puppy, Lady, on a leash through the camp while what seems to be a Lannister guard (his armor seems all-black in this photo, but we suspect it’s a trick of the lighting of this scene) speaks with a guardsman in a yellow-and-grey cloak who must be a Baratheon guard. Compare, however, to the garments of the guards from the pilot.
When we first saw these shots, we thought the two guardsmen seemed unusually pale, as if wearing makeup. This originally made us speculate that they might be Renly Baratheon’s personal guard, and that he enjoyed turning heads by making his guardsmen quite striking in appearance. However, this image straight from HBO makes us doubt that—it must just be more of the oddities of the lighting in the scene, which seems aimed at highlighting the color of Sansa’s gown. On the other hand, the difference in their costume as compared to the guards from the pilot may well hint that they still are Renly’s own guardsmen, rather than Robert’s. Alternatively, the costuming may have changed from pilot to series.
Take note of the stag—with a golden crown around its neck—on the surcoats of the two guardsmen, as well as the Lannister banner at the rightmost edge of the image.