When Joanna awoke, it was still dark, and her toes were cold. She moved one foot slightly to the left, and another to the right, and realised that the sudden drop in temperature was due to the absence of Nymeria.

Jo sniffled. How dare the stupid direwolfie go off and leave her with cold toes? She probed gently at the edges of the place in her head where Nymeria lived, and found nothing. Jo sniffed once again, then threw off the covers, unconcerned. Sometimes, when Nymeria sulked, she would disappear for hours, though for the life of her, Jo could not recall what she might have done to make Nymeria angry with her. It didn't matter. A quick glance in the direction of her window revealed red clouds and a dark blue sky. It was satisfyingly early, which meant nobody about, which meant that an early breakfast sounded marvellous.

Jo dressed herself in the shirt, breeches and soft boots that she was only allowed to wear when hitting Mother or Father with sticks and slipped out of the room, where she came face to face with her two exasperated guards.

'Don't even think about it, m'lady,' said one.

'Back in bed, little lady,' said the other.

'You'll have to catch me first!' Jo replied, and sped off.

She could hear them following her – this did not much concern her, as they had never managed to catch her before – nevertheless, she flung herself around the corner like a speeding arrow and dove into the tiny gap under the staircase, where she sat for some moments, listening to the two dolts engage in their usual 'where did she go?' blah blah blahing before they headed off to alert the rest of the watch. When she was confident they were gone, she rose to her feet and raced down the staircase to the floor below.

Jo reached the corridor at the foot of the stairs and froze artfully, listening carefully for the footsteps of anyone who might he in a position to ruin her plans. There were no footsteps at all. It might as well have been the middle of the night.

Then the scratching started.

The sound was of a sharp rock making contact with a flat stone. Jo knew it from the time she had carved her name onto a wall down in the caves. But this was louder, and stronger, and coming from above her head, and she looked up at the ceiling and saw nothing. Fear pierced her stomach as the sound of one rock on one stone became a thousand rocks on a thousand stones, and she could sense a thousand living things above her, running and writhing in terror, climbing over each other, shrieking, spiralling down the staircase towards where she was. She could feel them coming closer, she could sense them, her mind was stretching out towards the panic-stricken mass of noise and bodies, and when she realised what it was, she screamed, there were so many of them, there were legions of them, they would eat her alive.

Jo threw herself across the corridor and into a bay window, landing hard on the window seat, the breath hammered from her as a veritable wave of enormous, thrashing grey rats burst across the threshold where she had been standing. They were chittering like birds, stinking of the sewer, and clawing and biting at each other in panic as they ran. Jo watched them swirl away down the corridor like a murderous snake, listened to the sound of their claws skittering away and imagined what would have happened if she had stayed at the foot of the stairs. She thought about claws tearing her skin and enormous teeth sinking into her flesh.

'Nymeria,' Jo croaked, trying to push their thought away from her.

But the wolf did not answer back, and all she felt were the ghosts of the thousand, tiny, panic-stricken minds of the rats.

Suddenly Jo's vision wrenched itself apart, the corridor rocked from side to side like a battering ram, and she was flung hard onto the floor as a terrible, shattering, piercing roar like something from the mouth of hell rang out from somewhere to her right. The floor convulsed beneath her, there was a terrific, seismic, shattering racket like earth collapsing, and suddenly smoke was pouring into the corridor, thick black clouds of it that streamed into her lungs and made her cough like an old woman. Clambering to her feet, Jo knelt on the window seat again and looked out, her hands pressing against the glass.

There was a hole in Casterly Rock's outer wall, and men in grey were streaming through it like a river in flood; that fearsome, hungry howl from hell roared out once more, and the wall next to the hole was on fire, burning as though it were parchment rather than stone. The bells of the sept began to toll, and suddenly there was a wall of fire when a wall of stone had been.

Nymeria.

The wall collapsed, the ground shuddered once more, and Jo's hands slipped on the glass, leaving bloodied handprints behind. She looked down at her hands in horror – they were badly scraped from her fall – when she looked out of the window again, the pain in her hands invisible, insignificant, she saw Lannister men in red rushing to meet the men in grey and the fire howling up and swallowing them, melting them inside their amour.

Nymeria, Jo probed, it's my dream, it's like my dream –

The wolf was gone from her mind, as though she had never existed. And in her place, Jo could feel nothing but a huge, unwavering presence whose mind was like the bottom of the sea. One close; two further off. It frightened her.

'Nymeria,' she sobbed, 'Nymeria, it's my dream; it's like my dream; where are you, where are you –'

As she coughed and inhaled more smoke, her legs heavy and unmoving, her limbs trembling, she could hear men and women screaming somewhere nearby. Fear cut her deeper than swords. It pierced her tummy and made her skin burn. But she was the Lady of Casterly Rock while Mother was away – Mother and Father had said so – and it was her responsibility to protect her people.

She started to run in the direction of the screams. The ground stormed once more and shook, as though the Rock itself were tearing. The further she ran, the thicker the smoke became, 'Nymeria!' Jo shouted, 'NYMERIA!' and she was screaming at the feeling of someone seizing hold of her arm and yanking her around, and hugging her, and she was hugging the person back and crying. It was Aunt Dorna, in a silly frilly nightgown.

'Disappear,' Aunt Dorna commanded.

'Disappear?' Joanna dumbly repeated, her knuckles white at Aunt Dorna's elbows.

'NOW!' Aunt Dora shouted, 'disappear as you have done in the past; vanish; do what you always do; DO IT NOW!'

'I won't leave Casterly Rock,' Jo declared, hugging Aunt Dorna closer, 'and I won't leave Nymeria, and I won't leave you!'

Aunt Dorna shoved her so hard she almost fell. Nearby, there was the sound of screaming, clashing steel, running footsteps, drawing closer, as the rats had done.

'Get out of this castle immediately, you stupid child!' Aunt Dorna screamed, pushing her again, 'run to the caves; disappear somewhere; do what you always do! I'll be right behind you.'

'I WON'T!'

Aunt Dorna looked ready to scream with frustration.

'Where's your Septa?' she demanded.

'I don't care about my septa!' Jo cried.

'You know where she is?' Jo demanded, her heart lighting up with hope, the footsteps getting louder.

'Of course I do,' Aunt Dorna replied, 'but I would prefer to fetch her myself: you are too small, you would only slow us down.'

'Small?'

'Go down to the caves. We'll meet you there.'

'What if you get hurt?'

'How could I get hurt if I have Nymeria with me? Go on! I'll see you in a few minutes!'

That seemed to make perfect sense to Jo, and as she ran down the corridor ('faster than that!' Aunt Dorna shouted), she tried to find Nymeria again. Her mind was blank.

'Aunt Dorna,' Jo shouted, 'I can't find –'

As she turned, she heard Aunt Dorna scream. A man was standing behind her with a spear, the tip of it sticking out of Aunt Dorna's chest.

Jo screamed.

The man withdrew his spear, and Aunt Dorna collapsed, her blood turning the flagstones red, and Jo was screaming and vomiting.

The corridor was thundering with the footsteps of men, men in grey armour, the colour the rats had been. She rushed at them, screaming, her bleeding hands thrust in front of her like claws. One of them opened their arms and picked her up as he would a sack of potatoes.

As he carried her away, she saw the corpse of her wolf.

She drifted in and out of consciousness. Darkness, and the bodies of men burnt into their armour, darkness, and the heat of the flames, darkness and the stench of ashes, then her limbs hurting as she was dropped onto a soft carpet at the feet of a lady with silver hair.

'Ser Barristan; explain yourself!' the lady declared, 'why have you brought me the scullion?'