Stannis is on a boat with Melisandre and Davos. We learn that Davos keeps his fingerbones in the bag around his neck and that Stannis thinks that's weird. He's right! Davos compliments him on the accuracy with which he chopped them off. Stannis thinks that good acts don't wash out the bad, nor bad acts the good. They move on from that topic to Davos's son, who doesn't listen to him. But he'd do anything for Melisandre. Stannis asks if Davos remembers his smugglers' tricks. He does, although he promises he's been on the up-and-up for years. Stannis says, "Cleaner ways don't win wars."
A cove at night. A row boat. In the boat, Davos. Rowing. Also, Melisandre. I regret those short sentences and I apologize for them. Melisandre asks him, "Are you afraid, Onion Knight?" He reminds her that the night is dark and full of terrors. She seems to enjoy having her own catchphrase repeated to her. She asks if he's a good man. He claims his parts are mixed. She says a man is good or he is evil, which doesn't really match this show's ethos. She, of course, says she's good. A champion of light, you know.
They go ashore. She says Davos loves his wife, but has lain with other women. He would prefer that she not talk about his wife, but she really isn't. She smiles at him. "You want me. You want to see what's beneath this robe. And you will." They go through a tunnel, which ends in bars. He asks why the Lord of Light is so into shadows. She explains that shadows are servants of light, the children of fire. The bars keep them from going any farther. Or do they? Possibly not, given that Melisandre says, "They can't bar our passage."
She removes her robe. She's pregnant. That's weird. I'm pretty sure she wasn't pregnant in that scene where Stannis had sex with her on the war table. Davos gasps, "Gods protect us." She answers, "There's only one god, Ser Davos.
Melisandre, now naked, sits down on the ground and points her crotch at the bars. This is weird, man. Really weird. She acts like she's giving birth. Her stomach undulates weirdly. I guess she actually is giving birth. Smoke comes out. Of her crotch. It kind of has hands, because it grabs onto her legs to pull itself out of her. It flows down the ground toward the bars. It coalesces into legs and then whooshes off. Creepy smoke-shadow monsters are so cute at that age.