In that chat, Melisandre revealed that she was heading off to Volantis. She also said she had to die "in this strange country." Will that be how she exits Game of Thrones? When it comes to Melisandre, there is no shortage of possibilities.
Ah, well, always surprised. Every year I have no idea where my character ends up. Yeah, I was surprised, in fact. In a good way.
A good way? Interesting! Does that mean that Melisandre will make it to Game of Thrones’ series finale? Maybe. Maybe not. Melisandre had been banished from the North by Jon Snow after Davos told him about her sacrificing Princess Shireen. Should Melisandre ever return, Jon vowed to have her executed.
Would she be so bold as to return to Winterfell or the North in Game of Thrones’ final season? Melisandre is not a stranger to travel. She could still be in Volantis. However, she did hint to Jon that she was pivotal in the Great War against the White Walkers. Meaning she seems like a likely candidate to push her luck and return.
Wherever Melisandre ends up traveling, she will probably not be running into a certain Lannister. In the interview, Carice van Houten said that she would have liked for Melisandre and Cersei to have met up. She then added she may have spoiled something. Or she was lying. Only Game of Thrones holds the answer.
Melisandre and Cersei not crossing paths would be a bit disappointing. Time will tell how it all shakes out. Given how many fans are rooting for different characters, it is impossible to please everyone. As of right now, all eyes are on the next episode. How Melisandre re-enters the picture in Season 8 is going to be eventful to find out.
During its run, Game of Thrones had a lot of foreboding and widespread hints regarding Melisandre. So, it still seemed there was more story to tell. As for how she felt about being back for the final season, Carice van Houten said:
Oh, I was happy -- because I wasn’t sure, you know? I thought, 'I’m just banned now and that’s the end of me.' But it’s also a lot more of a relaxed shooting schedule, so I can’t really complain. But I was very happy to be back again.
One would not think her story would pick up with her in Volantis. That would be a bit strange, considering that Game of Thrones Season 8 seems to be focused on only two settings -- Winterfell and King’s Landing. With Tormund and other characters from The Wall at Winterfell in the promo for Episode 2, that takes it off the table.