My research for this question revealed that due to extensive location shooting and use of wide-ranging intertwining storylines, Game of Thrones shoots with up to three different units concurrently in varying locations. These units have different directing teams, but footage from each is used in a released episode. How is the credited director decided?
From what I understand all the filming units are under the supervision of one single director (the one who is credited) who is shooting with the main unit that shoots the Westeros segments which constitute the bulk of the series. The main unit started off shooting in Northern Ireland, moved to Malta, and more recently are shooting in Croatia. The other units (mostly shooting in Morocco and Iceland) have a bit of autonomy for convenience sake, but are still under the supervision of the main unit director(s).