'Game of Thrones' actor opens up about shocking death

— -- It should go without saying, but the following story contains major spoilers from last night's "Game of Thrones" episode.

If you have not yet seen "Stormborn," please hit the digital eject button now!

Two fan favorites lost their lives last night toward the end as Euron Greyjoy killed not one, but two Sand Snakes, after he boarded their ship and began to kill everyone on board in an effort to ally himself with Cersei Lannister.

One of the Sand Snakes, Nymeria Sand, played by Jessica Henwick, spoke to Entertainment Weekly about getting the dreaded "Thrones" call, which means, it's your time to die.

"I was in New York filming 'Iron Fist' and I got a call from [showrunners David Benioff and D.B. Weiss], the double Ds," she said. "As soon as you hear that more than one of them is on the call you know what that means. If it’s just one they’re probably talking about the story. But if it’s both of them then you know."

At first, Henwick wasn't able to come shoot the death scene because she was tied up filming Marvel's "Iron Fist" on Netflix, but got a two-week pass to come out and give fans resolution.

"Yeah, it was funny. I’m not going to lie, a part of me was like, 'Maybe I shouldn’t do it. Maybe she just does disappear!' And then the fans will never know what happened to her," she added. "But I decided to do it. The big draw for me every season going back is that getting to work with my sisters. [Keisha Castle-Hughes and Rosabell Laurenti Sellers]"

The original plan was to have her death more drawn out, but her schedule didn't allow it. They had to make it fast, she said.

"I knew it was going to be very intense and very physical. I was excited because on the page you could feel the scope of it. And there is something fulfilling about finishing it," she added. "It was grueling. It was one of the few occasions where it was more intense on set than it will be on screen ... For this, the audience can’t feel the heat on their face from the pyrotechnics going off or feel the wave machine trying to knock us off our feet, or the sweat dripping off our faces."

In fact, she said one of the "stunt double’s wigs caught fire. And some of the stunt doubles fell through the balsa wood floor of the ship. It was hard, night shoots, we were really battling the elements they had created."

As the scene ends, fans can see the two sisters dead on their ship, Henwick's character hanging from her own whip.

"For that final scene, they wanted to tie one there and put pressure around my neck. As soon as they put it on I was like, 'Get it off, get it off, get it off!' Even just the slightest pressure around my neck was really awful. That was emotionally difficult," she said.