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Tyrion: Come to see me off Greyjoy? Kind of you. Your master doesn't seem to like Lannisters.
Theon: He's not my master.
Tyrion: No, of course not. What happened here, where is Lady Stark, why didn't she receive me:
Theon: She wasn't feeling well.
Tyrion: She's not in Winterfell, is she? Where did she go?
Theon: My lady's whereabouts...
Tyrion: My lady? Your loyalty to your loyalty to your captors is touching. Tell me, how do you think Balon Greyjoy would feel knowing his only surviving son had turned lackey.