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Ned Stark was a standard, high-fantasy main protagonist who didn’t make it past the first book / season and was punished for being honorable.
Oberyn Martell was an Inigo Montoya who failed to kill the guy he swore vengeance against.
Jon Snow is an Aragorn who didn’t return as the king and ended up exactly where he started in the series.
Khal Drogo was a Conan the Barbarian who didn’t get a glorious ending since he dies after getting sick from a stab wound.
The Night King and the White Walkers were a Sauron / Voldemort-type of villain who get axed off before the final act of the series (so, the Ned Stark treatment but to the “main antagonist”).
Cersei Lannister gets the same treatment as the Night King in that she’s the wicked queen stock villain character who you think will be the main villain but gets axed off in order to make way for the actual main antagonist of the series (Dany).
Robb Stark was another standard, high-fantasy main protagonist (the young, handsome white guy who is trying to right the wrongs done to his family) who is killed before he gets the chance to avenge his father’s death and is punished for doing things out of love.
Jaime Lannister embodied the knight-in-shining-armor stock character but was a complete piece of shit.
Bran Stark wasn’t a contender for the throne but won it anyways and his victory was a sign that Westeros is making the push for a different form of government, effectively ending hereditary rule (going against Tolkien since his happy ending was that the rightful king returned).
Daenerys Targaryen is a little tricky to add here since it’s not obviously clear what tropes her character subverted. To me, she fits perfectly with the arc of a Shakespearean villain / tragic protagonist. Maybe you can say that she subverted the idea that the quest for the throne is a noble goal. Because, as seen in the final episodes of the series, Dany proved the quest for the throne was anything but noble.
Gendry and Arya are the star-crossed lovers who willingly don’t end up with each other (at least in Arya’s case) and end up following their own paths.
The final battle in King’s Landing, the “Battle of Minas Tirith” moment of GOT, should’ve been an epic clash between good and evil but is turned into a horrific war crime full of massive civilian casualties and the “heroes” killing soldiers who already surrendered.
Euron Greyjoy was Jack Sparrow if he was an even bigger jackass and completely unlikable (okay, I’m just joking with this one but for real, fuck Euron).