I like your analysis, though I think GoT goes into quite a bit more than just subverting genre. Examining the fundamental differences between paradigms of leadership as privilege and leadership as burden is a pretty complex theme running throughout. Also, the subjugation of women and enforcement of traditional gender…

Not one example in history (fake or not - Joshua's historical accuracy is heavily questioned, but used to explain certain ancient ruins) shows the Jews trying to convert anyone, then killing them if they didn't.  So no, Jews don't have holidays celebrating anything close to that.

Not an indictment of religion.  Only of Christianity.  I can't think of a time that the Jews massacred entire countries of people to convert them.

Black Snake Moan and more recently Machine Gun Preacher seem to feature characters whose Christianity gives them strength.