Updated: Dec 28, 2018
For the night is dark and full of terrors
Of all religions in the universe of Ice and Fire, none seems closer to miracles, visions and prophecies than the faith of R'hllor and their Lord of Light. Their priests are taken as children, many bought up as slaves, growing into a life of discipline and servitude. Belief is not a required trait. R'hllor is a generous deity and from witnessing incredible things, conviction is developed over time. Mixed with politics, law and the game of thrones, organized religion is a constant influence in the books. Their power is oftentimes questioned as each takes their toll in a different way to its followers, and as an extremely constant writer, GRRM offers 'miracles' with absolutely every faith, spread over thousands of pages in a very complex universe, but in some of them, the gift is so subtle that the readers miss them altogether. The one faith that brings skeptics into conviction of the power it wields, is the faith of R'hllor, with miracles being granted even to drunk priests, like Thoros, but is shown through other priests in Essos, like Benerro, whose name likely came from the Japanese beniiro, meaning "crimson", who is a major player in the body of a minor character, or Moqorro, who, like Melisandre, seems rather unnatural, with his skin so black that it isn't described as a race, "not like the Summer Islanders", but rather inhuman, black as charcoal that does not seem to relate to any known people in the books, suggesting that his magic made it that way, and finally, most evidently, through Lady Melisandre of Asshai.
Such rich character, Melisandre is written using "verisimilitude", a literary device where the text exposes lies that give the impression of being the truth, which brings readers to contrasting interpretations. Lady Melisandre is older than what her outer appearance demonstrates. Even likely the oldest character in the saga to date, and that point is shown through a series of pertinent arguments, but very strongly when she gets her own point of view in a Dance with Dragons - Primarily when she thinks about having practiced her art for 'years beyond count' followed by the memory about the length of time it took in training to see shapes on the flames, followed by yet longer time to learn to tell the shapes and understand when they mean past, present or future. She is described as red, dangerous and beautiful, taller than most men and it seems that although she is highly appealing, she also has something that brings a sort of instinctive aversion to her, but when her POV is presented, she offers a sympathetic facade, one that has a soft spot for Ser Davos and wishes to protect his son from danger.
There's a school of thought that argues she is the daughter of lady Shiera Seastar, but that argument has absolutely no literary validity. Lady Shiera was intelligent and independent, inclined to follow the path of enlightenment and not to a romanticized idea of having a child with one of her brothers or any other character for that matter. She stood on the side of the loyalists when the Blackfyre Rebellions took place. Melisandre being her daughter not only offers nothing to the story, but it also belittles the intellect of an outstanding writer such as GRRM, by simply adding another "secret Targaryen" to the plot. To put an end to that entirely irrelevant theory, Lady Shiera and her unquestionable powers would have no reason to sell her daughter into slavery and if Melisandre were a Targaryen, she would not be fighting to help a usurper conquer the Iron Throne. The theories must follow the material. The material is the source of information and cannot be bent to please unfounded theories. Either way, the indication in the books is that she is yet older than Shiera. She might even be older than the Targaryen reign in Westeros. Despite her name as "Melisandre of Asshai", she can't be from that country. Asshai has no children, no animals, not even permanent residents, and no child is ever born there. She likely went there during her years of 'study' into becoming a Red Priestess. She shows superior knowledge than any other priest of any faith, even more than the infamous Lhorazeen godswife Mirri Maz Duur, who first exposes the reader to the knowledge that 'Only death may pay for life'.
The material had always suggested blood sacrifice, but it wasn't until the new book - Fire & Blood came out that the author used the words "blood sacrifice" associated with multiple religions. That piece of information cements the importance of those actions. Blood sacrifice is just what the followers of R'hllor do, by offering to their deity a life, they are in exchange granted requests, which makes their religion a general favourite with the fandom.
Tricking Stannis into horrific actions that are unworthy of a king, she attempts to convince him of killing his own bastard nephew, Edric Storm, by promising to kill the other monarchs fighting against him in the war of five kings, but it's a ruse, as she had already seen in her fires how each of those kings would die. It's rather impressive that she can see Maester Cressen's and Ser Davos's intentions against her, then how Robb, Joffrey and Balon would die, but was hoodwinked by the same Ser Davos who thwarted her glory and saved the child. But Melisandre is not evil and she doesn't act for personal gain. She has strength of conviction and abides by the idea that "the end justifies the means". Sure, her actions are evil - she murders with impunity to attain her objectives, but the suggestion is that she has lived long enough to know better, including to know that to save all people, killing a few may well be justified. In fact, she seems to have a black and white perception of good vs evil - much like Stannis - but despite Ser Davos's plans to murder her, she shows to hold no grudge and even admire his loyalty, for she recognizes that he believes he is doing what is right. She becomes the ultimate proof that Jon Snow is Azor Ahai, making the whole story go full circle. When she goes to the wall, she feels stronger than ever before, which shows how "there's power in king's blood". Associating the wooden face with a thousand red eyes and the wolf-boy as part of the darkness and the side that fights for death, she closes any question that can arise from those stubborn fans that insist she is the daughter of Lord Bloodraven. She sees him and there is absolutely no familiarity to the vision whatsoever.
She will come to understand certain aspects of the actions she has to perform when the next book is released. Jon Snow is not to be a wight animated by fire like Lord Beric or lady Stoneheart. Jon Snow will be resurrected the same way Daenerys was when she walked into the fire - in full, with the return of blood circulating in his veins and his growth instead of his progressive death and deterioration, like Beric and Stoneheart. Only death may pay for life will also come with the sacrifice of Princess Shireen which will likely appease the wildlings who consider the girl to be a threat.
Lady Melisandre was inspired on Rasputin, the Russian Orthodox priest that became part of the care for Alexei Nikolaevich, (Romanov) who was born with hemophilia; his mother's reliance on the faith healer Grigori Rasputin to treat the disease helped bring about the end of the Romanov dynasty. It is much akin to Lady Selyse who fell head over heels for the faith of R'hllor with a daughter who had a disease that would mark her entire life. When little Alexei was about to die as a child, having received the last sacrament (Extreme Unction), Rasputin sent a message to the family claiming the child would not die and that the mother was not to allow the doctors to bother the boy too much. When the boy survived, the Tsar, who had resisted the priest's influence for very long, could no longer "win" the battle against his wife. The physicians who were against Rasputin claimed he had hypnotized and drugged the boy, but in reality, Rasputin was 1650 miles (2600 km). The court documents afterwards go as far as to claim that he summoned up spirits. In reality, he won his admirers through force of personality, not by tricks. The secret of his power lay in the sense of calm, gentle strength, and shining warmth of conviction. Rasputin believed he truly possessed a supernatural healing ability or that his prayers to his god saved the boy. To add to the conviction of the superstitious, when the family was assassinated, the assassins turned on Alexei and shot at him repeatedly, but the boy remained alive, so the killers tried to stab him multiple times with bayonets, but although injured, the boy continued to live. Unbeknownst to the killing squad, Alexei's torso was protected by a shirt wrapped in precious gems that he wore beneath his tunic. They finally killed him by shooting him in the head.
The stories of Rasputin grew even bolder when he died and his body showed scars from stabbings and bullets. It is believed that Rasputin survived being gutted by the follower of a rival mystic on July 1914, and then in 1916 was poisoned, shot four times, then attempted to strangle his attacker, then was shot again, clubbed, stabbed, and thrown into the river through a hole in the ice, although sources differ on whether he was dead when he hit the river or drowned as well.
Both Melisandre and Rasputin combine their charismatic personalities and ferocious sexual magnetism with religious "magical powers", which they parlayed into political influence, in both cases they reached the monarch through their religious wives. Thoros, had finally found in Lord Beric a reason to fight with dignity and to surrender to his objectives, which had to do with discipline and religion, but he won't be able to continue fighting with lady Stoneheart, as her fight brings him to shame. Either he will participate on her downfall or will go against her to be brought to the sticky end of her "justice". Lady Melisandre, however, has a whole different game to play. She is a major player in the battle for the dawn, starting by bringing back to life the prophesied saviour, which closes his cycle of parallels with the religious aspect of his life; then facing the side that fights for the dead, and learning that not all things that live in the dark are in fact, against the light.