Nymeria Sand

Nymeria Sand is an unseen character in the fourth season. She is indirectly mentioned in "First of His Name". She is set to appear in the fifth season.

Background
Nymeria Sand is the second of the eight bastard daughters of Prince Oberyn Martell. Her mother is an eastern noblewoman.

Season 4
Oberyn mentions his eight bastard daughters to Queen Cersei Lannister.

In the books
In the A Song of Ice and Fire novels, Nymeria aka Lady Nym is Oberyn's daughter whom he fathered on a noblewoman from Volantis. Like Arya Stark's direwolf, she is named after the warrior-queen of the Rhoynar who lived a thousand years ago.

Nymeria is twenty-five years old, slim and slender as a willow, with straight black hair worn in a long braid which pulls back from a widow's peak. She has dark eyes, high cheekbones, and full lips. She is initially described as having pale white skin, but mentions her olive skin. Nymeria has all the beauty that her elder sister Obara Sand lacks but is no less deadly. She usually can conceal a dozen daggers on her person and is extremely skilled with the blades.

Like most Dornishmen, Nymeria has a relaxed attitude to sexuality and has been known to lie with women.

The TV series version of "Nymeria" is a condensation of several different aspects of the eight "Sand Snakes" in the books. A specific and major change is that instead of taking that Nymeria's mother was "from the East" to mean "from the Free City of Volantis" as in the books, the TV series apparently changed this to mean that her mother was a noblewoman from Yi Ti (which is loosely analogous to China, in the far east of Essos). In the books, Nymeria is half-Volantene but has the classic dark Rhoynar features that most members of House Martell have as "salty Dornishmen". Actress Jessica Henwick, however, is ethnically Chinese, having been born in England. Her casting makes her the first major role in the TV series played by an East Asian actress (the first East Asian actor to appear at all was only in the Season 4 finale, a fleeting appearance by Alice Hewkin as a Child of the Forest in the cave of the three-eyed raven). This would seem to be a step away from the TV series's previous tendency to use Volantis as their go-to reference for Free Cities, i.e. changing "Jeyne Westerling" to be "Talisa Maegyr of Volantis".

In the books, Nymeria mentions that she was "abed with the Fowler twins" when word arrived of her father's death. Jeyne and Jennelyn Fowler are identical twin sisters from House Fowler, stony Dornishmen from the Red Mountains of the west. Nymeria is close friends with them, and they seem to be on good terms with Arianne and Quentyn as well - though Doran considers the twins to be gossips who cannot be trusted to keep a secret. It is not clear what exactly was meant by Nymeria being "abed" with the Fowler twins: while many noblewomen in Dorne openly have sexual relations with other women, throughout all of Westeros it is common for girls from noble houses to share the same large bed together in their chambers.