Who is The Queen of Thorns writing to?
This could be nothing, but the has a thing for people conspicuously writing letters. Remember this verbal take down from Lady Olenna?
Who is she writing to? Assuming that this is a letter of consequence my first guess would be Dorne. They hate the Lannisters, and they just got new management. Wouldn't it be awesome to have a scene with Danny landing in Dorne and Lady Olenna shows up complaining about the heat? On the other hand, the Reach and Dorne don't get along at all. Also House Tyrell has bet all their chips on Tommy B so I'd imagine they'll be against Daenerys when she shows up.
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