The production is in its final days, by the sounds of it. Last night was a long night shoot, according to a tweet from VFX producer Julia Frey, and it seems from another tweet this evening that there’s another night shoot. We know the scenes shot last night were for the wedding of Daenerys and Drogo. Given the large number of extras likely involved in the elaborate wedding sequence, it seems probable that more filming is being done of that scene.