Somehow a full season passed without Davos finding out about how Shireen died on Game of Thrones , but that all changed during "The Battles of the Bastards" on June 19. While strolling for his ritualistic pre-battle walk (and bowel movement), Davos discovered Shireen's toy in a pile of wood, which means he most likely figured out the truth about how she died. Considering how Davos has recently come to tolerate Melisandre and her Lord of the Light in Season 6, he is not going to take too kindly to her being the reason his beloved Shireen was burned at the stake in Season 5. Discovering the truth about Shireen's death hasn't appeared to shake Davos' resolve to support Jon Snow, but will he take down Melisandre if he survives the Battle of the Bastards?
In his conversation with Tormund before finding the evidence of Shireen's death, Davos bonded with the Wildling that they had been wrong to trust kings. No sooner had he said those words did he realize just how much he shouldn't have trusted Stannis Baratheon since he allowed his only daughter to be killed horrifically and mercilessly. While Davos will certainly be mad at the dead Stannis, he's smart enough to know that Shireen being killed by fire could only have been Melisandre's idea. As Melisandre is still alive to answer for her sins, there is no way that Davos is going to allow her to keep palling around with him and Jon like nothing has happened.
In the preview for the Season 6 finale, Davos is heard angrily yelling at Melisandre, "Tell them what you did to her!" in Jon Snow's presence. While Melisandre has proven more than valuable in Season 6 with resurrecting Jon, Davos won't be able to handle his alliance with the Red Priestess after knowing she was responsible for Shireen's death. Yet, as utterly unforgivable as Melisandre's actions were when it comes to Shireen, she has been doubting her interpretations of the Lord of the Light and may actually apologize for killing Shireen. Although that won't offer much consolation to Davos, she's still a powerful ally for the Stark family to have — especially now that they are in control of Winterfell again — and it might be in Davos' best interests to forgive her. I definitely won't mind Davos taking some action against Melisandre, but I'd have to advise the advisor that he shouldn't order her exile or death because winter is coming and they're going to need her expertise when it comes to all things fire sooner rather than later.
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