"We can't forget the end of last season, when we lost half the cast in one massive explosion, so how do you top that? They did it."
Although she knew her character would die at some point - the series is known for killing off characters beloved and despised by fans - Castle-Hughes said she'd always had a very different idea of how Obara's death would play out.
"Because she's so fierce and angry and ready for battle at all times - every scene she's asleep, she'd be in full armour while other people are sleeping normally and she's with her spear ready to fight.
"Imagine if she just ate something, if she left Dorne and she ate something bad and got food poisoning and died. Wouldn't that be great - to see something like that take a fierce character like that down?"
She and Jessica Henwick, who played her on-screen sister Nymeria Sand, used to make up back stories about their characters, Castle-Hughes told E.
"I would just make these stories up, like Obara just needed a night out. She was just so serious about killing everyone all the time, it was like, gosh, settle down."
It was hard, Castle-Hughes said, to walk on set partway through Game of Thrones, which had already aired four successful seasons when fans were introduced to Obara.
"In terms of our characters as a whole, it was a very difficult job from the get-go because it was an introduction of a lot of characters at once and an entire new world."
Although she "of course" would have liked to explore her character on a deeper level, she was proud of her contribution to the story as a whole.
"It would have been difficult to develop characters when you have such a big ensemble and you're following so many storylines," Castle-Hughes said.
Meanwhile, fans are speculating about what the show's next twist may entail.
A new trailer hints "the King in the North" Jon Snow may meet formerly exiled princess Daenerys "Khaleesi" Targaryen during the seventh season's third episode, which airs on Soho and Neon on Monday.
Catch up on the Herald's Game of Thrones podcast here: