The show’s visual effects team then merged the performances together—combining Headey’s progression of facial emotions during Cersei’s punishing hike to the Red Keep and Van Cleave’s physical movement echoing Headey’s body language in order to create the seamless illusion that Headey was completely bare for the sequence.“It was one of the scariest, most wonderful, most gratifying experiences I could have imagined,” Van Cleave tells EW.“Lena was so good about walking beside me and guiding me into what Cersei was thinking and the movements,” Van Cleave says. ’ — and trying to make light of the fact we’re all covered in everything and going through this together.” As for what it was like to march naked through 500 screaming extras hurling food, liquid, and derogatory terms, Van Cleave says, “The first time I took off the robe there was all this anticipation building up to it.But it’s such an emotional experience for Cersei, you almost check out of the fact that you’re nude.“If somebody is brave enough to do this, I applaud it.” Director David Nutter called Van Cleave’s casting one of the most important parts of making the finale.“We needed somebody who could do The Walk of Shame physically, somebody who could match Lena’s integrity, intensity and sensibility,” Nutter says.once I had her I felt like I could accomplish anything.” EW was on the set when the sequence was filmed.
Van Cleave watched her performance combined with Headey’s for the first time. “It was very surreal and emotional, to be honest,” Van Cleave says. Lena and I put so much into that scene and to see it all come together was really special.” The performance was so top secret that many of Van Cleave’s friends and family don’t yet know about her role on the hit show.Last year, in the midst of her divorce from Peter Loughran, with whom she has a two-year-old son, Headey claimed she had “less than five dollars in her bank account.” Spokesmen for Lena and Jerome declined to comment.The Big Short, the film adaptation of Michael Lewis' book of the same name about the causes of the financial crisis, opens in UK cinemas this weekend.You’re so in touch with the scene and what you’re going for.” Yet there were some rough moments, too.“Particularly moments when I got all kinds of stuff thrown at me, with the chamber pots [being dumped out],” Van Cleave says.