Stannis (King Robert's brother who now believes he's the legitimate heir to the throne) and Melisandre and Davos all three go together. They're Stannis's side of the game of thrones.

Margaery is Loras's sister and Brienne is a female knight. They're both in the 'King' Renly faction (along with Loras... naturally).

The use of the plural in the book title "A Clash of Kings" was accurate. :)