“Dorne,” the woman whispers softly, “does not take orders from this boy king.”

In an unguarded moment, Oberyn asks if Sansa's parents ever gave one another surprise gifts. For the first time in a long time, Sansa remembers her family when they were whole and happy. In the "For Fear Tonight is All" universe.

Tyrion knew, as he gazed up at the dark skinned Martell man that this was perhaps his only chance to spirit Sansa out of King's Landing and away from his father's greedy fingers. Tywin Lannister would have married the girl himself if he felt he could have gotten away with it, and so Tyrion knew his own marriage was no protection to Ned Stark's daughter whatsoever. "Invite her, demand her, steal her--whatever you choose, Prince Oberyn, choose it soon. Else my lady wife shall break into more pieces than the stars."

One night shortly after his arrival in King's Landing Oberyn is approached in the gardens by a stranger, hooded and cloaked. When she asks him to help her die, he takes her back to Dorne instead. Taking her to safety is easy enough; keeping her safe is a different matter.