I had been thinking maybe her shift to Volantis was meant to tie into some Dany or Tyrion or Aegon sub-plot and away from the Lannisters, but after that video its like 'oh, crap! She's a SPY!!!'. I doubt the conclusion is right but I almost hope it is, because that would be sufficiently cool as a Tywin plot that I could ignore the "how could he possibly expect getting a chick in healing the wounded would end in her married to Robb?"