St. John's Fortress as Lower Fighting Pit
Daenerys attends one of the fights at the lower pits and ends up seeing Jorah Mormont win the fight.
Source: Winter Is Coming
“The Gift” Filming Locations
Tyrion and Jorah are sold to the fighting pits, Jaime and Bronn deal with the aftermath of their fight at the Water Gardens, Jon leaves the wall, Sansa is stuck at Winterfell, and Cersei sees her rival brought low.
Game of Thrones episode “The Gift” was filmed in Šibenik in Croatia and Antrim in the United Kingdom.
Shane's Castle as Under the Great Sept
Cersei goes to talk with the High Sparrow.
Source: Winter Is Coming