In fact, here's Shae now! She's with Sansa out at the end of a pier, and Sansa is making her play a game where they watch ships and make up stories about them. Sansa demonstrates by claiming that this one ship is leaving for Dorne with silk with the intent to bring back wine, but the captain is going to stay there. Shae isn't all that interested, so she suggests that this other ship is going to Volantis because it looks like a ship she saw in Volantis one time. Sansa is now cranky that no one will help her make up stories. She's become disenchanted with the real world, because, "The truth is always either terrible or boring." Her experience as a fairy-tale princess is not all she was hoping for.
Petyr "Littlefinger" Baelish comes up and asks Shae to let them talk alone. He tells Sansa that he saw her mother (because Littlefinger has a magical ability to travel between storylines), and she's is eager to see her and her sister. Sansa asks, "Arya's alive?" I don't think anybody knows at this point. Littlefinger says he can't help Sansa escape King's Landing because she's property of the throne. She calls him "Lord Baelish," which is more respect than he usually gets, and seems to be sincere in trusting him. He says he's waiting on another cross-storyline assignment, and he might be able to take her with him. Maybe he'll be sent north of The Wall! Or over to Daenerys! You never know with Littlefinger!
At the other end of the pier, Shae is having a chat with Ros, who you might remember as the character who shows up whenever they need a prostitute to have a few lines. She's had a pretty good career so far. She was introduced as the best whore in Winterfell, and now she's doing pretty well for herself in King's Landing. Ros tells Ros, "It's not easy for girls like us. To dig our ways out." They agree that they need to watch out for Sansa and Littlefinger. I like this scene because both Shae and Ros are supplementary characters and it's fun to see what they think of the plot. Not surprisingly, they both seem a little worried that they'll get killed off to provide someone else some motivation.
SKREE! It's a dragon! I should clarify that "SKREE!" is the noise that dragons make. It's not me going "SQUEE!" in a weird voice. The dragons are getting pretty big by now. The three of them are flying around Daenerys's ship. They look good! And expensive! She complains that her dragons haven't grown faster, but they've gone from kitten-sized to hippo-sized already. She feels that she needs an army, as though having the only three dragons in the world isn't good enough. She's going to Astapor to buy an army. Apparently the Unsullied are good soldiers, but they're all slaves. That would explain why Astapor is right on Slaver's Bay, I guess. Her crew is all Dothraki, and they're terrible sailors. One of them is vomiting on the deck, and he should at least aim that stuff over the edge. Jorah tells Daenerys she'll only have a true khalasar when she proves how strong she is. Will that magically keep her men from getting seasick?