However she replied: “There’s no need to execute me, Ser Davos. I’ll be dead before the dawn.”
This statement, again, was true. After helping those involved in the war to take down the Night King (Vladimir Furdik) Melisandre walked into the frozen wasteland to die.
She did this by taking off her enchanted necklace, which reduced her to her true form of an old woman, before collapsing in the snow, dead.
This scene isn’t the first instance of Melisandre showing off her true form, however, as she did the same in season six.
source: express.co.uk