Check out these images from Game of Thrones set in Cáceres, featuring Euron Greyjoy, Yara Greyjoy, Ellaria Sand and Tyene Sand.
Watchers on the Wall has more information on the scene being filmed:
“Obara and Nymeria will likely die during the sea battle, Theon will escape, while Yara (seen here played by Gemma Whelan), Ellaria (Indira Varma) and Tyene (Rosabell Laurenti Sellers) will be captured and paraded through the streets of King’s Landing, mocked by the smallfolk while the victorious Euron (Pilou Asbæk), dressed in a more menacing outfit, leads the procession on a black horse. Cersei will be happy. Director Mark Mylod can also be spotted, speaking to Asbæk, which means this sequence, and likely the sea battle as well, takes place either in episode two or three.”
Image Credit: HOY