Back in Dorne, Prince Doran makes Ellaria swear allegiance to him, or die. Her Sand Snakes look on. She tells Jaime later on that she knows Myrcella is his daughter, not his niece. In Dorne, those kinds of things are not important, love is love. She knows his daughter had no part in the death of Oberyn, and that perhaps he is innocent, too.
Stannis and Shireen have a talk. She lovingly tells her father that she will do anything she can to help him. He tells her she has no idea what she is saying. He tells her that sometimes you can choose how your life will be, sometimes you have no choice at all, you must fulfill your destiny. He hugs her and says forgive me, and leaves. Shireen walks out of her tent, and is escorted down a long line of Stannis' men. Only at the last minute, when the crowd parts and she sees the stake and Mellisandre does she realize what is going on. She screams for her father, but to no avail. Shireen is tied to the stake as a royal sacrifice so her father can have his victory, and Mellisandre lights the fire. Stannis and the queen watch from the back, her screams for her father have no seeming effect on him. Her mother breaks and tries to come to her rescue, but is held back. The deed is done, the sacrifice has been made. Stannis has assured his victory at an unimaginable cost.
We end this episode with Dani presiding over the games in the fighting pits with Hizdar at her side as well as Tyrion and Daario. Jorah is set to battle with several other fighters, and gives a good but not great showing. Several times he is almost skewered, but in the end he succeeds in winning. He suddenly grabs the spear impaling his last victim and throws it towards Dani's stand killing a Son of the Harpy that was sneaking up on her. They look around and see that the stands are filled with Sons of the Harpy who begin a savage killing spree and head for Dani. Daario gives the orders to 'protect your queen', and they try to get her to safety. Hizdar is stabbed, Tyrion rescues Missendei, and they head out across the floor of the fighting pits to a clear exit. They are quickly surrounded by the Harpies who begin a slow attack against her defenders. It doesn't look good, and Dani closes her eyes, prepared for death, until she hears the guttural sound of Drogon. Drogon flies in, and sets to chomping and burning every Harpy he sees threatening his queen. He takes several spears and is injured when Dani reaches him. She climbs carefully onto his back, and they lift off safely over the pits to the astonishment and amazement of everyone below.