Poor Emilia Clarke. She's probably always "hey, what you guys doing tonight?" and they are all like "huh? Who are yo- ohhh "I'm no TV producer, but I'm pretty sure that Kit's scenes are not being filmed in the same place as Oona's. It's not like they finish the scene with Robb's troops then get the artificial snow blower to turn the same field into the frozen north.
Outside of publicity events, there would be large chunks of the cast who never have scenes together, or even film their bits in the same country.