I'm inclined to doubt that the writers would just lie that the Shireen incident is really going to happen. If that is correct, I can think of two plausible ways for it to go down in the books. It's been pointed out numerous times that Shireen, Selyse, and Melisandre did not accompany Stannis' army in their march to Winterfell. So the most likely option I think is that Selyse and Melisandre do the deed on their own at the Wall, perhaps as a last ditch move after seeing the pink letter. The second option is that Stannis sends a raven to the Wall telling them to do it. That seems unlikely to me, but I guess we'll see... eventually.