I'm not entirely sure I understood what was happening at that beach burning thing; some religious thing, but the significance of it was kind of hard to grasp (for me at least). It seemed like "zomg, she is making you renounce the accepted religion and now we're filthy pagans."
Pretty much as you saw it. The only bit that was really skimmed over is the Azor Ahai business with the flaming sword, but even reading the books that took me a while to realise it might be something significant, not just some crazy woman's Jesus analogue.
The flaming sword was far more of an anticlimax than it is described in the book. Don't remember Stannis being as openly dismissive about the whole ceremony as that, but I like that he was.
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