Among other things, the series-ending documentary Game of Thrones: The Last Watch revealed a lot about the final season of HBO?s hugely popular fantasy program. This meant she and her team were privy to a great deal of what was happening on the uber-secretive set ? a fact that worried her greatly: My main fear was that if there was a leak that it would come from me or my team. Despite how ?strange? it all was, Finlay admitted that the secretive nature of the documentary was also a big ?relief.?