Milord", the guardsmen who had come riding hard didn't waste any time, "the watchmen have spotted the Cannibal coming from over the water."
"This hunt is over!" Eddard Stark immediately exclaimed loud enough for all to hear, "the Cannibal is on its way south, we ride for Winterfell! Everyone who stays behind is left behind to die!"
The Stark guardsmen immediately headed back to Winterfell. Not knowing what was going on, but having heard the utter seriousness and even a faint fear coming from Ned, ordered his own men to follow. Only Joffrey refused to come and remained behind with a handful of Redcloaks and the Hound.
"The ballistae are manned and loaded milord", captain Jory Cassel reported, "all but the queen, the kingslayer and the hunting party are accounted for."
"Robb, you are in charge of checking all of our men have returned", Ned Stark ordered, "Baratheon men and Lannister men, I need you to find out whether everyone has returned. Ser Barristan, can you take some of my men and search the queen?"
"What is going on?" Robert Baratheon finally asked, "what is the Cannibal?"
"The last of the wild dragons of Dragonstone", Eddard Stark bluntly stated, that single statement caused the Lannister and the Baratheon captain to start checking all their men had returned, "it spends most of its time on Skagos and mostly hunts above the wall, but occasionally comes to the mainland. When it does, we retreat to our castles and man the ballistae. We can't defeat a dragon out in the open, no one can."
A lone Lannister Redcloak arrived at the gates of Winterfell, the men had severe burn wounds, it was a miracle he had managed to return to Winterfell in the first place. "Dra-dragon, killed them all, they're all dead." Seeing that the man had only managed to reach Winterfell to say that much due to pure force of will, and had collapsed after, Ned turned to the Lannister captain. "How many didn't make it back?"
"six of my men didn't return with us", the captain replied, before turning to the Baratheon captain, "did prince Joffrey return with your men?"
"I saw him and the Hound with a handful of your men", the Baratheon captain returned, "I thought he came back with yours."
Both captains were clearly fearing the king would hold them responsible. Luckily for them he didn't. "He stayed behind on his own free will", Robert Baratheon stated, never having liked his firstborn in the first place, "captain Liam, lord Tywin won't see it that way, I would take the first ship to Essos if I were you." The Lannister captain fully agreed with that assessment, but considered it his duty to report to his lord in person either way.
The dragon swooped down and burned down the Broken Tower, before being fired upon by ballistae, the reptile wisely abandoned his assault and flew north once more.
In the aftermath, queen Cersei and her brother were found having attempted to escape the flames in vain, no one would ever find out why they had been in the Broken Tower in the first place.
Tywin Lannister eventually allowed captain Liam's family to live and to be continued to receive his pay, in exchange for him leading an expedition to Skagos to hunt the Cannibal. Captain Liam was never seen again.
By the time Tommen gained the throne, there wasn't a castle in Westeros that did not have ballistae on its walls. Daenerys, having been told by the Dornish about what had happened to queen Rhaenys over Hellholt, never returned to Westeros. She instead turned the formerly named Slaver's Bay in her personal kingdom. A kingdom that, along with Braavos, would eventually eradicate slavery from Essos.
The Others would one more time attempt to destroy humanity, only for Cannibal to become annoyed by them disturbing his hunting grounds. Not surprisingly, many Wildlings would afterwards start offering tribute (namely Other-worshippers and cannibals, given that no one actually liked them) to the dragon and turned to worship the ancient beast.