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The one person Sansa missed when she fled kings Landing was Margaery. The Tyrell girl was one of the only people to show any kindness to her since her fathers death.
She knew the queen from the south was probably only kind to her for her title, as everyone else was, but she was one of the few to bother treating her well. Unlike the lannsiters she never teased her, and her and her grandmother had taken time to invite her for afternoon tea, walks in the garden, to the sept, etc. Margaery made Joffrey almost liveable with the majority of the time once he'd fallen in love with her.
When she'd learned it was little finger and her grandmother who'd came up with the plan she was happy. The girl had never deserved someone like Joffrey, she deserved the best. Much more than Sansa did. Margaery had been her only friend, possibly even without her title.
She was with Jon when news of what happened to kings landing reached her. She hadn't read the first letter, believing their new maester when he'd told them the queen regent had set fire to the sept and half of the capital. SHe had read the second letter. The letter Qyburn had sent, with the death toll, noting all who'd died. It began with the tragic accident of King Tommen.
Sansa had felt for Tommen. She knew he was nothing like his horrid older brother, he'd apparently taken Mycellas death badly, and the death of the second name listed. Queen Margaery. Sansa had only just found out about the whole religious debacle the couple had been caught up in, as it had happened when she and jon had been tryign to win their home back. Qyburn lied about the fire being an accident, but Sansa had already heard the rumors, of how Cersei was turning as mad as the mad king. Even giving her the mocking name "The mad queen." Technically the throne didn't belong to her, but all those still alive in kingslanding were rumoured to be scared to leave or speak up. Sansa had sat in on Jon's war council. She knew war was coming, and fast. She only hoped no one she cared for would be injured.
She had lost Rickon, and her only friend Margaery. She wouldn't loose Jon, nor would she give up the search for Arya, which she'd sent Brienne on with Podrick. She knew Bran might still be alive, thought she knew she couldn't send anyone beyond the wall in a vain attempt to find him. Beyond the wall was huge, much bigger than the north if tales were true. Instead she sent her sworn knight to track down her sister, she knew Arya would want to come home upon learning Sansa and Jon were back. It would be so sweet to see her again, for once with them on the same page regarding the Lannisters.
She'd missed Arya possibly the most since fathers death. She'd spent so long not knowing what had happened to her, then believing she was dead. Hearing Brienne confirm she was alive and well had healed what was left of her heart. The heart that yearned for the few people in this world she could trust to be safe. Jon, Arya, Bran and Rickon. She had failed Rickon, she wouldn't let anything happen to the others now.
She even thought of Theon, horrible lying, poor Theon. She should hate him, she did hate him. He betrayed Robb, almost costing three of her family their lives. But she couldn't hate him, not completely. He saved her eventually, helped her run from Ramsay. He'd refused to go to the wall, refusing to be forgiven for all he'd done. He'd been ready to go back and die than let Ramsay's men hurt her again. She only hoped he was somehow alive and found some happiness.
There was also the rumor of the dragon queen heading to westeros.