Board Thread:General Discussion/@comment-32710756-20170803144728/@comment-9735507-20170803161509

They've never been seen on the show.

Though there was one girl in season three or so that called Olenna "Nana" or something along those lines.

Olenna states at the end of season six that her heirs are all gone. Perhaps the other granddaughter died somewhere else, or perhaps Olenna was only referring to male heirs who could carry on her husband's name.