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Davos Seaworth feels your pain.

Well, technically he doesn’t feel it yet.

In Sunday’s episode, the Onion Knight was sent away by Stannis before the would-be king did the unthinkable, immolating his young daughter, Shireen. Davos, who’s shared a tender relationship with the girl over several seasons, won’t discover what has happened until next week’s season finale.

But Liam Cunningham, the man who plays him, has known for roughly a year that the character would be sacrificed to the Lord of Light, and he’s still not thrilled about it.

“It did hurt. I love working with Kerry,” he said of Kerry Ingram, the actress who plays Shireen. “So it’s an awful loss, both professionally and personally.”

Mr. Cunningham lives in Dublin, one of many “Thrones” actors who hail from Ireland or Britain. But he’s definitely the only one who owes his spot on the show to time spent as an electrician in Zimbabwe.

After spending over three years “out in Africa with 16,000 elephants,” returning to his previous life as a roving electrician in Dublin “sort of lost its shine,” he said. He began taking acting classes as a diversion, originally, but the hobby quickly turned into an obsession and eventually a new career.

As enthusiastic an advocate for “Game of Thrones” as Davos has been for Stannis, Mr. Cunningham called from Dublin to discuss saying goodbye to Shireen (and Ms. Ingram). These are edited excerpts from the conversation.

Q.

When did you find out that they were going to kill Shireen?

A.

Oh, God. It was probably this time last year, when they sent me the scripts, and I read them through and saw that this delightful young lady was going to be burned. I was astonished — well, listen, nothing astonishes me on this show, to be honest with you. But it hit very close to home.

Q.

How do you mean?

A.

I mean for the characters. The scenes we had together have been described as being incredibly sweet, which is not a word that you use normally with “Game of Thrones.” These sweet moments in the middle of this incredible story of legacy, power and paranoia — to have that removed is difficult. It’s tricky. I shall miss her enormously.

Q.

Was that tenderness laid out in the scripts or did it come from a natural chemistry between you two?

A.

If it’s not on the page, it’s not going to be on the screen. As an actor you can’t do the silk purse from a sow’s ear. What Kerry brings to it is a beautiful honesty of her portrayal. There’s no performing. She just is, you know? And that’s the best kind of acting. There’s an old actor’s saying about how you don’t work with children or animals. I disagree with both of them. Some of the best times I’ve ever had were working with kids, because there’s an honesty to them.

Q.

What about animals?

A.

Yeah, I’ve done a couple of monkeys and a few dogs. Not in the biblical sense, of course. [Laughs.] They’re usually good if they’re well trained. You know it when they’re bad. It’s the same with kids — you know when they’ve been destroyed in drama school, had the spontaneity taken out of them. Kerry’s a straight shooter, and it’s lovely.

Q.

Davos was a smuggler. He couldn’t have smuggled Shireen out of camp before it came to this?

A.

His loyalty and decency gets him in trouble again. He wanted to take the queen and the princess away because a battle was about to ensue. So he is quite confused about it. Stannis is getting him out of the way because he knows he’s about to do the wrong thing. He doesn’t want to be looking in Davos’s eyes when he tries to do it, because he won’t be able to go through with it. I do not find out what actually happens to Shireen until the final episode. So we have to careful about spoilers on that or we’ll all be killed. People will hunt you down, and when they’re finished with you they’ll hunt me down.

Q.

Did you do any sort of send-off for Kerry?

A.

It was really sweet on the last day that we worked together. I had bought an Irish silver stag that I had made up for Kerry as a parting gift. When I handed it over she had bought this beautiful throw pillow with a stag on it, like the Baratheon sigil. We swapped stags. It was very touching in our little pop-up tent at the end of the day, when we were handing them over.

Q.

What do you think is Davos’s role in the story over all?

A.

I like to think of him as the everyman of the show, a bit like Samwell Tarly in a sense. There’s an inherent decency to the guy. Davos has a nobility about him that is sadly lacking, as we know, in real life in people who have power and influence and money. In situations that are threatening to his life, he does the right thing. I think we all kind of hope if we were in those situations, that we would have the backbone to do the right thing.

Q.

If not the fingers.

A.

But in a strange way, losing his fingers endeared him to Stannis, because, as Stannis says, the good doesn’t wash out the bad and the bad doesn’t wash out the good. I think Davos respects that Stannis would do something like that. Would hand out a judgment like that and, at the same time, take Davos out of near poverty and give him a life and put him in a position of relative power. That’s where his loyalty comes from.

Q.

This season Stannis has been revealed to have more complicated moral dimensions, including an apparent devotion to his daughter. How does this staggering act of cruelty fit with what we’ve seen so far?

A.

It’s that wonderful complexity of this story. It’s a show for grown-ups, made by grown-ups. The attraction of power is heady, addictive. And as we know from real life, it can be a disease. A horrific disease.

Q.

You said nothing surprises you about this show, but do you ever think the show goes too far?

A.

No. I think there’s going to be controversy after Shireen. We had that thing with Sansa. I completely get it, but it’s a challenging show. One of the reasons it’s as loved and admired as it is, is it doesn’t take the easy route. It really does throw things in your face.

Q.

How depressing can this show get?

A.

How depressing would you like it to be? [Laughs.] I think one of the wonderful things about it is it gives the sense that with great wealth, power and influence comes great misery. Happiness is not derived from the acquisition of power. The best kind of art or writing holds up a mirror to society. In this fantasy fictional setting, you can hold the mirror up somewhat a bit more accurately, because you’re not worried about treading on the toes of the times we live in.

Q.

How would you respond to people who say killing Shireen is just too cruel?

A.

It should be horrific. But there’s been many a horrific thing. We’ve only to look at any time Joffrey showed up on screen. Bad things happen to good people on this show, and good things happen to bad people. That’s one of the reasons I think audiences like it, is it’s not condescending. It expects you to bring your brain along. The controversy with Sansa — so many people were heartbroken. It shouldn’t have been the reward for someone who was growing in stature and growing as a woman. But it’s “Game of Thrones” and it’s challenging. The best kind of television should mess with your head.