In the Game of Thrones season 2 episode 9, Battle of the Blackwater, Ser Ilyn Payne was in the women's room acting as a bodyguard. Though the Queen claims Ser Ilyn was present to protect them and to deal with potential betrayers, she later admitted to Sansa that Ilyn's true purpose was to execute her and Sansa, and possibly the rest of the ladies who would have taken refuge in the holdfast, should Stannis Baratheon take the city.

Now there are two questions:

• Why was Ilyn there to kill them if the war went the wrong way?
• Why didn't he stop Cersei or Sansa when they went out of the room?