I'm going to be honest with you right off the bat. As far as behind the scenes videos go, this one leaves a lot to be desired. However, as always there is still some information to be gained from it. The first and most important being that this entire series appears to be lit with one Profoto Acute2-D4 head nestled snugly in a Softlighter. Naturally with this being a Leibovitz shoot there is a solid bit of post production and that is surprisingly where the lesson lies here.
Here is the final cover image:
Maybe you're not a fan of the books, and maybe you've never seen the HBO series so you might not catch the glaring error here. I'll explain...
See that red-headed actress right in the middle of the shot? Well, if you notice in the video above, she's blonde. Not blonde like her colleague in blue, but still blonde. She's blonde in the books, blonde in the show, blonde in the behind the scenes video...yet inexplicably different on this cover. As a matter of fact, the only character on this entire cover whose hair is NOT supposed to be blonde is the actor in the back. Why?
We can only really chalk this up to an intentional retouching effort. Which means that someone on the team had no idea how to make them look.
Rant over, let me get to my point. The first lesson here is to always do your research when you are assigned to a job that involves preexisting characters. It may not have been Leibovitz's fault directly but she is the one in charge of the final product.
The second lesson...even "legends" make mistakes.