HBO Warning: Spoilers ahead for HBO's "Game of Thrones." Weiss managed to fool would-be leakers at least once, and now we finally have the backstory of their successful troll. Sibel Kikelli played Shae on the first four seasons of "Game of Thrones." Shae died at the hands of Tyrion on the fourth season finale, but then Kikelli mysteriously turned up on set and in costume during the filming of the sixth season.