Cleomenes and Dion are two Sicilian Lords. Leontes sends them to “Delphos” to consult Apollo’s Oracle about whether or not Hermione is cheating on her husband. We encounter the pair while they’re on their way back to Sicily with the Oracle’s sealed message to Leontes. They act more like a couple of goofy tourists than two noblemen on a serious mission, but who are we to judge? We hear “Delphos” is lovely in the winter.