Not just for the upper playfield, but here are my thoughts for changes
SOUND FX
Winter has Come seems like it needs callouts or sound fx. I think its great when you have the music / drum for each of WINTER... HAS... COME at the start of the mode. What would fit when you get into the second phase of the WHC mode (where you fight the WW lieutenant) is if the horn would blow three times. In the show 2 horn sounds means that the Wildlings are attacking (thus 2 for the Battle at the Wall). But 3 horn sounds warns of white walkers.
CALLOUTS
Martel - On the third shot which qualifies the mode the Viper says "I will be your champion" - this actually matches with the DMD scene you have there.
In the mode:
"Have they told you who I am?"
"I am the brother of Elia Martel"
"Do you know why I have come all they way to this stinking shit pile of a city?... For you."
"I am going to hear you confess before you die"
"Say it."
"You raped her! You murdered her! you killed her children!" - ok maybe this last one is too much, but it is an epic line.
"Say her name! Say it!"
Lannister
Some banter between Jamie and Bronn as they save Jamie's daughter:
"That would have been a shit way to die"
"As far as I've seen they are all shit ways to die"
"Two knights off to save a princess"
"Morning lads! Glad we found you."
"Swords in the sand, Now!"
"That one should be slow enough"
Greyjoy
Dialogue from Theon as he takes Winterfell:
"You all know me!"
"My father has donned the ancient crown of salt and rock. And declared himself king of the iron islands"
"He claims the north as well by right of conquest"
"Betray me and you wish you hadn't"
"Send a raven to Pyke informing my father of my victory here."
There are lots of good quotes from John Snow, Lord Mormont, and others at the wall during Wall MB.
DMD
The opening to Hand of the King (i.e. the instructions for the mode) and the dots in the mode itself could really use some nicer DMD screens. The plain text looks unfinished. Especially when you see how great the Dots are in the Iron Throne mode.
BALANCE the modes
Really I think there just needs to be some added incentive to play Lannister.
UPPER PLAYFIELD
The upper playfield is well done in the modes. I like that. But I do think it would be helpful to have some better rules for the UPF when you are in a multiball (e.g. blackwater). Perhaps it could be as easy as allowing you to progress the Castle MB in the Blackwater MB. Or some nice reward for completing all targets and the loop shot during a MB.
INSERT LIGHTING
On the premium / LE it would be great if there was a change to the color of the inserts on the upper playfield for Castle MB (and the color of the main inserts in the mode). Stark is white. Castle MB should be something else. Perhaps more of a light orange. Or a baby blue.
CASTLE MB mode
It would be nice to polish up the rules to this mode, or at least spell them out a bit better for the player.
BUTTON FUNCTION
It would be nice if the action button did something small for each house.