When Danaerys "reunites" with Drogo in the House of the Undying in S2E10: "Valar Morghulis" what is the wind instrument playing? Some kind of horn or flute thing?
I have no authoritative conformation on this, but it sounds like a Tin Whistle(1), made popular in James Horner's Braveheart soundtrack, & also used in Lord of the Rings.
The fact that I'm not able to hear where the player actually takes a breath makes me think it might be a sampled instrument, similar to Embertone's Shire Whistle - nice solo demo here which includes a couple of pitch-bends similar to those in the Game of Thrones soundtrack.
S2E10: "Valar Morghulis" - Timestamp approx 50:45
(1)The Tin Whistle goes by many names, tin whistle, penny whistle, flageolet
It was an Armenian duduk, it actually had become popular by Hans Zimmer at the era of making Gladiator.
Djivan Gasparyan is the Armenian composer who plays this beautiful instrument there: