A big scene in Season 5, episode 2 showed Cersei Lannister (Lena Headey) reveal to her brother/Myrcella’s father Jaime (Nikolaj Coster-Waldau) a threat supposedly sent from Dorne: A dead viper, with a lion-emblazoned necklace in its teeth. She takes this to mean someone is threatening to kill her daughter as revenge for Oberyn Martell’s (Pedro Pascal) death in Season 4. It’s this message that instigates Jaime heading to Dorne to save the princess.
The fact someone in Dorne wants to kill Myrcella seems to be corroborated later when Ellaria Sand (Indira Varma) demands to send the girl’s fingers to the Lannisters as a message. Prince Doran (Alexander Siddig) refuses, but it still seems like Ellaria or Oberyn Martell’s bastards the Sand Snakes could have been the ones to send the threat.
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Cersei feels certain because she insists that there are only two copies of the necklace in the world: The one she’s wearing, and the one her daughter has. Except, as AdmiralKird points out, viewers already know that’s not true. Joffrey Baratheon (Jack Gleeson) gave Sansa Stark (Sophie Turner) the same type of necklace in Season 1, and she’s seen wearing it again in Season 3.
That means there are three necklaces, not two. Clearly someone is not telling the truth, and they’re likely doing so to incite a war between King’s Landing and Dorne — or, simpler, to get Myrcella back to the capital. Here are the three likeliest scenarios to explain the extra necklace.
1. Cersei lied to Jaime
The queen regent has a penchant for manipulating her brother, so it’s very likely she told Jaime a lie about the necklace just to get what she wants: her daughter back. If this is the case, it worked pretty well. He definitely wouldn’t have known how many necklaces actually were made.
2. Littlefinger sent the necklace
Petyr Baelish (Aiden Gillan) has been sending secret messages for two episodes straight, and he always has a trick up his sleeve. It’s strange that he’s not concerned that everyone knows Sansa, who is supposedly still wanted for the murder of King Joffrey, is traveling with him. Maybe he’s not concerned because he sent her necklace to Cersei, knowing it would distract her and focus her attention on the south instead of the north. Let’s face it, that sounds like a very Littlefinger move.
3. Cersei didn’t know
There’s plenty Joffrey did without his mother’s consent, so there’s always the chance that he never told her that he had a third necklace made. If that’s the case, then Cersei legitimately would have thought that this was a threat from Dorne and her actions are valid. This scenario pairs very well with the idea that Littlefinger sent the threat.