Over at SXSW, at the Game of Thrones exhibit known as SXSWesteros, there’s a bit of Season 6 footage available that isn’t being shown anywhere else. I think this is unfair, but according to this one guy on Twitter, the footage they showed today includes this:
Well, yes, I had assumed as much. (A later Tweet by the same user says she’s talking to Davos, which is not a surprise.)
This provides context for Melisandre’s confessing to Davos of the victories she’d seen in the flames all being a lie. She’s not confessing her error regarding Stannis, or at least she’s not just talking about Stannis. I think Melisandre was upset when most of his army deserted him, and she had been expecting him to take Winterfell long enough to give Jon a chance to show up and take over, but she hadn’t really been expecting Stannis to become Lord of the Seven Kingdoms since the end of Season 3.
Now she’s probably thinking, she led Stannis into a war he couldn’t win, she burned Shireen alive and triggered Selyse’s suicide and let Stannis march a piddling army of foot soldiers into a battle with a much bigger, mounted army, because she’d been banking on Jon to be her Azor Ahai, and then Jon died. She must be feeling shitty about that. She may be feeling a bit guilty about tying Shireen up to that pyre, and she may be blaming herself just a bit for Selyse hanging herself from that tree, and she may be feeling like an asshole for all that time she spent stringing Stannis along with a promise of sitting the Iron Throne, but mostly, what’s really destroying her is Jon’s death.