It is Episode 4 or 5 Probably 5. Tyrion Tells Jon his famous joke. "I once took a Jackass and a Honeycomb into a brothel"
Than The Golden Company and Lannister Army sack Winterfell on the orders of Tyrion Lannister betraying Both Jon and Danaerys and finally getting approval from his Sister Queen Cersei 1st of her name
Tyrion becomes what he hates most, Tywin Lannister