The thing is, without permission, a god can not go to the sanctified lands of other gods.
There would be a hefty price to pay for the ones arrogant and insolent enough to break this pact and R'hollar?
R'hollor was indeed arrogant enough to think nothing would happen to him.
(What an arrogant and foolish young god.
Did we not do our duty and punish the oath breakers?
Or perhaps you have forgotten the fourteen flames of Valyria.)
R'hollor was indeed impudent enough to walk into the Winterfell's godswood without permission and insolent enough to burn it.
Here is what happens.
When Sansa Stark, Daughter of Brandon's line, gets sacrificed in the home of her forefathers by a foreign and unwelcome god, the magic of Winterfell rumbles with wrath.
When Sansa of House Stark, the Queen of Winter, burns in the oldest temple of her gods with the spirit of her house, it awakens the fury of the Old Gods, and that? That is a beautiful, terrible thing to behold.
When Sansa Stark dies in white flames and the red thread that symbolizes the existence of Sansa Stark burns with those flames the tapestry of fate unravels itself stitch from stitch.
And Sansa?
Sansa witnesses the desperate struggle of her family with her own eyes.
Rickon's torture at the hands of that monster, Ramsay.
Bran's struggles with his disability and his newfound ability at the hands of a man with his own plots.
Jon's kindness.
Mutiny of the black brothers.
Her elder brother's crumbling form and his red life's blood painting the snow.
And then his resurrection.
The honey trap that is laid for her eldest brother and his honour.
Treachery of Roose Bolton and the Freys.
The dismembering of Robb and Greywind, and the gruesome assembling of their body.
Her mother's throat cut open and her body thrown over battlements.
Theon's betrayal.
The burning of Winterfell.
The fleeing forms of her little brothers.
Arya's imprisonment at the hands of Mountain.
Her little sister's blindness and struggles.
Her honourable father and his kindness.
Her own stupidity.
Eddard Stark is on his knees and his head rolling on the ground.
Melting of Ice.
Lady's death.
And then for a blissful moment the sound of laughing children and her father's warm chuckle.
Cries of a newborn.
A woman in labour.
Sound of rapid heartbeat.
Then Sansa becomes undone and every part that comes undone burns to ashes and scatters in a place where souls are made and unmade, stars are born and die, and celestials rise and fall from grace; in a place, both light and dark, eternity spun in sometimes simple sometimes intricate designs and orderly in its chaos.
When there is no Sansa Stark, only ashes scattering in the winds of nothingness to more than a hundred thousand realities there is a burst of light and a shocked cry. It begins and ends in a single moment, and lasts for an eternity sends ripples to the worlds with crushing force and doesn't move a single leaf.
(And here it is foolish godling, the end you were too proud to see it coming)
Here is how it happens. Sansa Stark ends in body, mind and heart; her soul turned into dust, her memory plucked from minds and hearts and her existence erased from reality. Unsupuing of fate stops and people open their eyes.
Some go on with their everyday life but some remember the cruel future that awaits them.
However, no one can recall that there was supposed to be a red-haired, well-mannered, soft-spoken little girl with her dimpled smile and pretty eyes and then the priestess and priestesses of R'hollor can't reach their gods.
They can't reach him from their fires, there is no magic in their prayers, they can't control flames neighter they can see the future from the said flames.
There is no magic left in their bodies that is rapidly ageing and no god to answer their cries. The one they are calling has been smothered under the weight of a broken pact.
The offset was too high for him to handle.
R'hollor's end wasn't the slow-approaching kind that gradually claimed his divinity, it was a sudden and unforgiving thing, brutal in its simplicity and oh so very ironic.
(Did you enjoy sharing your fate with the desperate Queen of the North?)
When Sansa's thread burned and R'hollor was cruelly ripped off from this reality the Old Gods reach.
Sansa Stark is nothing but dispersed ashes tainted by the Lord of Light but she is Theirs and they are her Gods.
The ashes of Sansa Stark are gathered and held in the protective, possessive custody of her gods and when there is not a single dust left from her they spin a new thread for her and remake the ashes back into Sansa.
They construct Sansa Stark as she was at the moment of her death without taking anything.
They reconstruct Sansa Stark from the ashes gathered and they hold her for nine long nights when she is nursed and healed and cleansed from the taint of R'hollor they breathe new life into her in a different world and different reality.
Warmth.
Love.
Hope.
Peace.
Happiness.
Shock.
Pressure.
Cold.
"Welcome little Sansa to your new life."