Davos watches as Melisandre burns the effigies of the Seven from Dragonstone's sept. They are being burned as a sacrifice to the Lord of Light.
The gods never meant much to Davos, but he feels ill watching them burn nonetheless.
Stannis comes forward to pull a burning sword from the fire. Supposedly it is Lightbringer, the fabled sword of Azor Ahai, which sounds super important.
Stannis has to throw the sword on the ground and stamp out the fire that caught on his glove.
After the ritual, Davos heads to an inn and meets Salladhor Saan, a pirate Davos brought to Stannis's cause. Well, for Stannis's gold really, but same difference to a pirate.
Salladhor Saan says King's Landing is ripe for the taking, and they should sail for it now.
He also tells Davos that the sword was definitely not Lightbringer, warning magic swords are not so easily obtained.
Davos is summoned to the Chamber of Painted Table.
Stannis tasks Davos and his sons to deliver letters claiming Joffrey an illegitimate heir to the throne on account of him being the result of Jamie and Cersei's incest. They are to deliver the letters throughout the Seven Kingdoms and to the Free Cities across the Narrow Sea.
Davos wonders if perhaps the letter should be addressed as done in the sight of the Seven and not the Lord of Light.
Stannis says the old gods never answered his prayers, and he doesn't much believe in his new one. But Melisandre has power, and he will use it.