Thanks for this.
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Death in captivity
Eutropius, writing between 364 and 378 AD, stated that Valerian “was overthrown by Shapur king of Persia, and being soon after made prisoner, grew old in ignominious slavery among the Parthians.” An early Christian source, Lactantius, thought to be virulently anti-Persian, thanks to the occasional persecution of Christians by some Sasanian monarchs, maintained that, for some time prior to his death, Valerian was subjected to the greatest insults by his captors, such as being used as a human footstool by Shapur when mounting his horse. According to this version of events, after a long period of such treatment, Valerian offered Shapur a huge ransom for his release.
In reply, according to one version, Shapur was said to have forced Valerian to swallow molten gold (the other version of his death is almost the same but it says that Valerian was killed by being flayed alive) and then had Valerian skinned and his skin stuffed with straw and preserved as a trophy in the main Persian temple. It was further alleged that it was only after a later Persian defeat against Rome that his skin was given a cremation and burial. The captivity and death of Valerian has been frequently debated by historians without any definitive conclusion. ... wiki
The degree of horror involved in Valerian’s execution depends on the source, but all agree that Emperor Valerian never left Persian territory alive.So, much of speculation and at least two forms of execution copied in Game of Thrones, but nothing known for sure.[snipped various speculations on exile, being forced to ingest molten gold and being flayed alive]
Despite not knowing exactly how Emperor Valerian died in 260 CE,