What exactly were Melisandre's vision(s) of Winterfell?

Question

Around the time of Stannis marching south towards Winterfell, Melisandre mentioned various things that she'd forseen in the flames, which she took as proof that they'd win. I think she also mentioned similar visions to Jon and possibly also to Davos. As usual, she had subtly misinterpreted them.

I don't remember what these were and I'm struggling to find them in transcripts etc because I don't remember which episode(s) they were in.

All I remember is, she saw someone (Jon?) walking on the ramparts of Winterfell, and there was something about Bolton banners being cut down. I think there was also something about things burning (not sure how you see flames in flames, but nevermind!).

In the latest episode (S06 E09) we see:

A shot of Melisandre watching a Bolton banner be cut down and replaced with a recently-sown Stark one - clearly a nod to her previous vision

What were the things Melisandre saw related to Winterfell? Bonus points for how they relate to what we've seen so far.

Answer 1

This page likely shows everything that you are thinking of, but I will summarize it as well:

S05E10

The Lord has shown me Bolton banners burning

In S06E09 before the battle begins, when both armies are facing off against each other across the battlefield, placed around the plains are flayed men, nailed to crosses upside down just like on the Bolton banners, and their bodies are on fire. Whilst not literal burning flags, it is very possible that she saw exactly what is depicted on the flags and misinterpreted the vision.

S06E01

I saw him in the flames, fighting at Winterfell

When she sees Jon's body on the table, she is confused as she has seen a vision of him fighting in a battle at Winterfell. This is clearly rectified when he is revived, and later fights in the battle in S06E09.

S05E07

I have seen myself walk along the battlements of Winterfell. I have seen the flayed man banners lowered to the ground.

This is likely the quote you were referring to in the question. She understands at the time that it is Stannis that will claim Winterfell (note she never explicitly sees him, only herself), but this vision comes true in S06E09 when Jon claims Winterfell and she stands on the battlements, watching the Bolton banners cut down and replaced with the Stark banners.