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