So, FFG's Art Supervisor asked the company's legal department about the ASOIAF's rights problem...

It appears that HBO has rights to ALL ASOIAF merchandising, series-related or not.

FFG's products are protected, but even though FFG has a pre-existing license, owns the game art and has granted its artists the right to sell prints of that art, if we do so mentioning the specific intellectual property in any way in title or blurb (including character names) we are in breach of HBO's rights.

Honestly it feels like a piece of the theatre of the absurd, I'm posting here as an update to the people that read my first post and to spread the word among the collegues working on the game.