Quoted from VMethos:Once you have begun and completed Each set for these locations you then start the final round for King's Landing.
I believe this is accurate, but someone please correct me if I'm wrong. I've only fully completed Iron Throne once and I was playing solo at home so I wasn't focusing on the DMD very much.
Here is my video from the Iron Throne. You can see all Houses ( Completed, without King´s Landing )