Stannis and his army set out from Deepwood Motte bound for Winterfell, with Asha Greyjoy a prisoner in the baggage train. The snow has not yet begun to fall, and the march is expected to take perhaps fifteen days. Only nine of her people from Deepwood remain, including Qarl and Tris. She had yielded, and is his hostage, having gotten Stannis's vow to spare the others, who are imprisoned at Deepwood. But she knows she is worth little as a hostage. Euron couldn't care less about her.
Ser Justin Massey, who is in charge of the baggage train, has told her that the only woman Stannis respects is Melisandre. He wishes she were with them now, as he is opposed to the attack on Winterfell. The northmen were insistent, however: "Ned's girl must be rescued from the clutches of [Roose Bolton's] bastard."
Asha finds Ser Justin attractive, and it becomes obvious that he feels the same about her. Alysane Mormont, known as the She-Bear, tells her, "He wants you." Asha replies that he wants her lands, since he had lost his own in the south of the kingdom. "Stannis had frustrated Ser Justin's hopes of marrying the wildling princess that Asha had heard so much of, so now he had set his sights on her."
On the third day she begins to recognize landmarks from her earlier journey to try to persuade Theon to abandon Winterfell and come with her to Deepwood Motte, and thinks, "I failed in that as well." That night, Stannis sends for her, and she finds him staring into the fire outside his pavilion. She kneels and asks him to remove her manacles, and vows to join forces with him -- knowing that she has little in the way of forces to offer. But she makes the mistake of referring to his brother Robert, who "was renowned for turning fallen foes into friends." Ser Justin tells her later that was an error: Stannis never likes to be compared to his brother.
The snow begins to fall on the fourth day. By the third day of snow, the army begins to fall apart. The southerners are unaccustomed to it, and their big warhorses are unprepared for it, needing more food than the small horses of the men of the northern hills. The northern men also have snowshoes, and bear paws that they attach to the feet of their horses. But the warhorses shy away from attempts to attach them to their hooves. The baggage train also begins to sink into the snow.
On the fifth day, they lose five men and four horses when the baggage train tries to cross a frozen pond concealed by the snow. Asha hears the "queen's men" accompanying Stannis, the worshipers of R'hllor, talking about a sacrifice to end the storm. The wind and cold worsens, and provisions begin to run low. Any horse that collapses is slaughtered for food. The southerners begin to plead with Stannis to make camp until the storm ends, and the queen's men continue to urge a sacrifice, but Stannis ignores them both. They make less and less progress, sometimes as little as two miles a day.
By the fifteenth day of the march, they were less than half of the distance to Winterfell. Ser Justin comes to release Asha from her ankle chains, telling her that she must walk from now on. She had broken an ankle during the fight at Deepwood, but the cold numbs the pain. But by the end of the day she is so exhausted that she falls asleep at the supper table. But then there is little to eat anyway: They run out of vegetables on the twenty-sixth day, and eat the last of the grain and fodder on the thirty-second. "Asha wondered how long a man could live on raw, half-frozen horse meat."
Finally they reach an abandoned village between two frozen lakes, where fish can be taken through holes cut in the ice. Stannis agrees to the fishing, but orders them to march at first light. But Asha wakes in the morning to silence: Snow has fallen so heavily during the night that "Stannis Baratheon's host sat snowbound and unmoving, walled in by ice and snow, starving."
Each day brings her closer to her wedding to Hizdahr, and she is so anxious to postpone that eventually that she can't sleep. Daario shares her bed, and urges her to marry him, but they both know that's impossible. On the morning of the day before her wedding, he asks her if she is going to hold court. He has new recruits, former members of the Windblown, who want to see her, he says. "Bred and born in Westeros, most of them, full of tales about Targaryens." One of them, known as the Frog, has a gift for her. He is "Some Dornish boy. He squires for the big knight they call Greenguts." So she tells him to bring the Westerosi to court.
After he leaves, she goes out on her terrace and sees the ships of the Yunkai'i in the harbor. They are bringing wood for catapults, scorpions, and trebuchets. "Hizdahr will bring me peace," she thinks. "He must." The next day, she holds court, as Daario had wanted, but it is almost sunset before he arrives with his Westerosi, who are, she thinks, "a scruffy bunch." "Pretty Meris" is presented to her, and a series of others, equally unprepossessing, then finally the Dornishmen, Greenguts, Gerrold, and Frog. The last "was the youngest of the three, and the least impressive, a solemn, stocky lad, brown of hair and eye."
Then they reveal that they are all three knights, traveling under assumed names. They would prefer not to reveal them in such a public forum, however, so Daenerys tells Skahaz to clear the court. Then they reveal themselves as Ser Gerris Drinkwater and Ser Archibald Yronwood, but "Frog" asks if he may present his gift first. He unlaces his boot and pulls out a parchment concealed in it. Daenerys unrolls it and studies it until Ser Barristan asks if they might know what it is.
"It is a secret pact," Dany said, "made in Braavos when I was just a little girl. Ser Willem Darry signed for us, the man who spirited my brother and myself away from Dragonstone before the Usurper's men could take us. Prince Oberyn Martell signed for Dorne, with the Sealord of Braavos as witness." She handed the parchment to Ser Barristan, so he might read it for himself. "The alliance is to be sealed by a marriage, it says. In return for Dorne's help overthrowing the Usurper, my brother Viserys is to take Prince Doran's daughter Arianne for his queen."Ser Barristan says Robert Baratheon would have attacked Dorne if he had known, and Daenerys observes that Viserys would have sailed for Sunspear as soon as he was old enough to marry. It was wise of Doran to keep this pact a secret, she observes, and Barristan agrees.
So does Quentyn, who reveals himself now: "My father was content to wait for the day that Prince Viserys found his army," he says. Daenerys laughs, then explains she remembers a children's story about "frogs who turn into enchanged princes when kissed by their true love." But she thinks of Quentyn, "Neither enchanted nor enchanting, alas. A pity he's the prince, and not the one with the wide shoulders and the sandy hair" -- i.e., Gerris Drinkwater.
She tells Quentyn that he has come too late, that she is about to marry Hizdahr, but she orders Reznak to provide accommodations for him and his companions suitable to their station. As Barristan accompanies her to her quarters, he says, "This changes everything." But she disagrees; nothing has changed. Then she asks him what the arms of House Martell are. "A sun in splendor, transfixed by a spear," he tells her. And she remembers Quaithe's prophecies, "The pale mare and the sun's son." And "Beware the perfumed seneschal." She wishes prophecies weren't always in riddles.
That night, she and Daario have sex in every possible way. Then she gets ready for her wedding. As she is going to the sedan chair that will carry her through the streets, Quentyn appears and makes a final plea. She tells him, "One day I shall return to Westeros to claim my father's throne, and look to Dorne for help. But on this day the Yunkai'i have my city ringed in steel. I may die before I see my Seven Kingdoms. Hizdahr may die. Westeros may be swallowed by the waves."
As they are going to the Temple of the Graces, she asks Barristan, who is riding beside her, whom her father and mother would have married if their marriages had not been arranged. Barristan is embarrassed by the question, and says that her mother was "smitten" with a knight who won a tournament "and named her queen of love and beauty," but was too lowly born to marry her. As for her father, he tries to get out of telling the story by saying it's only gossip, but she insists. Prince Aerys was taken with the lady who married Tywin Lannister. Aerys drank too much at their wedding feast "and was heard to say that it was a great pity that the lord's right to the first night had been abolished. A drunken jape, no more, but Tywin Lannister was not a man to forget such words, or the ... the liberties your father took during the bedding."
Fortunately, Barristan is relieved of his embarrassment by the appearance of Hizdahr zo Loraq in his sedan chair. At the temple they are welcomed by Galazza Galare, and four hours later they are married.