Oathkeeper
Oathkeeper is the name of the sword that Tywin Laanister commissions from Ice, the sword of Ned Stark. The sword is presented by Tywin to Jaimie for his safe return after being held captive. The sword is a matter of pride to Tywin Lannister as unlike other major Houses of Westeros, House Lannister has no Valyrian swords. However, Jaimie who feels indebted to Catelyn Stark who released him in exchange for safe return of her daughters and who dies unfairly at the Red Wedding, decides to present the sword to Briennne of Tarth to make sure that his oath of retuning the Stark sisters to safety is kept.
A host of dragnons and stags.
Tyrion replies this in answer to Lady Olenna's question that he might be fighting off a host somewhere. The dragons and stags are used to signify the currency in Westeros, which are coins engraved with the names of Targaryens which had the dragon as their sigil or the Baratheons who had the stag as their sigil.
Red Wedding
The Red Wedding got its name from the massacre that took place during Edmure Tully's wedding to Rosalin Frey. The Frey's mercilessly massacred the Starks, their supporting houses and their armies who were protected under the guest right. The incident got its name for the blood bath that took place.
Lady Stoneheart
Catelyn Stark who was murdered at the Red Wedding is resurrected by Beric Dondarion on the third day of her death. She is said to have been left entirely devoid of emotions except for that of revenge against the people who planned and executed the Red Wedding. She is said to have no compassion left at all and hence is called Stoneheart.
Red Viper
Prince Oberyn is often called the Red Viper due to his speed in combat and his knowledge of poisons which he often used while fighting. He would smear the ends of his spear with poisons that would cut and infect his enemy, so that an adversary would die a slow and agonizing death.