Ah wow, Warlock is a very cool alternative to Cleric in this context! And to an extent it makes the question of ‘is the Lord of Light a god or just a powerful whatchamacallit’ neutral. If they were clerics, the answer would have to be ‘yes’, or at least it would seem that way! As warlocks… who knows what warlock patrons really are? Built right into the class as written is that central mystery — you know you’re gaining power, you don’t know what the patron is or what they’re gaining.

As a matter of personal preference, I would probably keep magic (as characters like Melisandre wield it, and even as Jaqen H’ghar wields it) in the retainers and other NPCs. Thematically, these sorts of characters are used as weapons/tools by the powerful lords of Westeros and beyond (perhaps it is the other way around in Melisandre’s case!), not being themselves the protagonists of their own stories.

But that aside, I do think that if I did a fuller write-up of this conversion I’d have to include magic of that type — otherwise my personal preference would wipe out options that other DMs might want to take.